Testing the Solvability of Systems of Linear Inequalities

Leonard Goff and Eric Mbakop

Papers from arXiv.org

Abstract: This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in partially identified models can be formulated as hypotheses of this form. Our approach exploits an alternative characterization of the hypothesis based on whether the value of a certain linear program is equal to zero. Building on this characterization, we develop bootstrap-based testing procedures and establish their uniform validity over large classes of data-generating processes. Simulation results demonstrate good finite-sample performance, even for moderate sample sizes. We illustrate the usefulness of the approach in two empirical applications.

Date: 2025-06, Revised 2026-05
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://arxiv.org/pdf/2506.06776 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2506.06776

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().