Commands for Testing Conditional Moment Inequalities and Equalities
نویسندگان
چکیده
منابع مشابه
Stata Commands for Testing Conditional Moment Inequalities/Equalities
In this paper, we present two commands – cmi test and cmi interval – to implement the testing and inference methods for conditional moment inequalities/equalities models proposed in Andrews and Shi (2013). The command cmi test tests the validity of a finite number of conditional moment equalities and/or inequalities. This test returns the value of the test statistic, the critical values at sign...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2017
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1701700104