Testing nested or non-nested hypotheses

dc.contributor.author	Gouriéroux, Christian
dc.contributor.author	Monfort, Alain
dc.contributor.author	Trognon, Alain
dc.date.accessioned	2014-05-06T16:51:28Z
dc.date.available	2014-05-06T16:51:28Z
dc.date.issued	1983
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/13251
dc.language.iso	en	en
dc.subject	hypotheses	en
dc.subject	test statistic	en
dc.subject.ddc	519	en
dc.title	Testing nested or non-nested hypotheses	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	This 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.isversionofjnlname	Journal of Econometrics
dc.relation.isversionofjnlvol	21	en
dc.relation.isversionofjnlissue	1	en
dc.relation.isversionofjnldate	1983
dc.relation.isversionofjnlpages	83-115	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1016/0304-4076(83)90121-5	en
dc.relation.isversionofjnlpublisher	Elsevier	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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