Show simple item record

dc.contributor.authorGouriéroux, Christian
dc.contributor.authorMonfort, Alain
dc.contributor.authorTrognon, Alain
dc.date.accessioned2014-05-06T16:51:28Z
dc.date.available2014-05-06T16:51:28Z
dc.date.issued1983
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/13251
dc.language.isoenen
dc.subjecthypothesesen
dc.subjecttest statisticen
dc.subject.ddc519en
dc.titleTesting nested or non-nested hypothesesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThis paper presents a test procedure for nested or non-nested hypotheses. The test statistic is based on the difference between two estimators of the pseudo-true value as defined for instance by Sawa. This statistic is similar to the usual Wald statistic in the case of nested hypotheses and it can be replaced by an asymptotically equivalent one deduced from the score function.en
dc.relation.isversionofjnlnameJournal of Econometrics
dc.relation.isversionofjnlvol21en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate1983
dc.relation.isversionofjnlpages83-115en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/0304-4076(83)90121-5en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record