Testing Sign Congruence Between Two Parameters

Douglas L. Miller, Francesca Molinari, Jörg Stoye

We test the null hypothesis that two parameters $(\hat{I}{¼}_1,\hat{I}{¼}_2)$ have the same sign, assuming that (asymptotically) normal estimators $(\hat{\hat{I}}{¼}_1,\hat{\hat{I}}{¼}_2)$ are available. Examples of…