caa a22 4500 386371865 CHVBK 20180307112001.0 cr unu---uuuuu 161130e198904 xx s 000 0 eng 10.1017/S0266466600012238 doi S0266466600012238 pii (NATIONALLICENCE)cambridge-10.1017/S0266466600012238 Wolak Frank A. Stanford University Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models [Elektronische Daten] [Frank A. Wolak] This paper considers a general nonlinear econometric model framework that contains a large class of estimators defined as solutions to optimization problems. For this framework we derive several asymptotically equivalent forms of a test statistic for the local (in a way made precise in the paper) multivariate nonlinear inequality constraints test H: h(β) ≥ 0 versus K: β RK. We extend these results to consider local hypotheses tests of the form H: h1(β) ≥ 0 and h2(β) = 0 versus K: β RK. For each test we derive the asymptotic distribution for any size test as a weighted sum of χ2-distributions. We contrast local as opposed to global inequality constraints testing and give conditions on the model and constraints when each is possible. This paper also extends the well-known duality results in testing multivariate equality constraints to the case of nonlinear multivariate inequality constraints and combinations of nonlinear inequality and equality constraints. Copyright © Cambridge University Press 1989 Econometric Theory Cambridge University Press 5/1(1989-04), 1-35 0266-4666 5:1<1 1989 5 ECT https://doi.org/10.1017/S0266466600012238 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0266466600012238 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Wolak Frank A. Stanford University NATIONALLICENCE 773 0- Econometric Theory Cambridge University Press 5/1(1989-04), 1-35 0266-4666 5:1<1 1989 5 ECT CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge