Testing for the Monotone Likelihood Ratio Assumption
نویسندگان
چکیده
منابع مشابه
Testing for the Monotone Likelihood Ratio Assumption
Monotonicity of the likelihood ratio for conditioned densities is a common technical assumption in economic models. But we have found no empirical tests for its plausibility. This paper develops such a test based on the theory of order-restricted inference, which is robust with respect to the correlation structure of the distributions being compared. We apply the test to study the technology re...
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2004
ISSN: 0735-0015,1537-2707
DOI: 10.1198/073500104000000235