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Boundary Distributions in Testing Inequality Hypotheses

Fathali Firoozi
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Fathali Firoozi: University of Texas at San Antonio

No 46, Working Papers from College of Business, University of Texas at San Antonio

Abstract: Testing inequality hypotheses in econometric models has posed a challenge in terms of identifying an applicable null distribution. This study demonstrates an asymptotic boundary null distribution for testing inequalities and discusses some of the trade o¤s in terms of test errors.

Keywords: Boundry distributors; Inequality hypothesis (search for similar items in EconPapers)
JEL-codes: C1 C13 (search for similar items in EconPapers)
Pages: 6 pages
Date: 2008-05-20
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