A general framework for testing a null hypothesis in a “mixed” form

C. Gourieroux; A. Monfort

doi:10.1017/S0266466600012263

A general framework for testing a null hypothesis in a “mixed” form

C. Gourieroux
, A. Monfort

Batiment MK2 Bureau 2020

Research output: Contribution to journal › Article › peer-review

26 Citations (Scopus)

Abstract

A general framework for asymptotic tests is proposed. The framework contains as particular cases tests based on various estimation techniques: maximum likelihood methods, pseudo-maximum likelihood (PML) methods and quasi-generalized PML methods, m-estimation methods, moments or generalized moments method, and asymptotic least squares. Moreover the null hypothesis has a general mixed form, including the usual implicit and explicit form.

Original language	English
Pages (from-to)	63-82
Number of pages	20
Journal	Econometric Theory
Volume	5
Issue number	1
DOIs	https://doi.org/10.1017/S0266466600012263
Publication status	Published - 1 Jan 1989

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abstract = "A general framework for asymptotic tests is proposed. The framework contains as particular cases tests based on various estimation techniques: maximum likelihood methods, pseudo-maximum likelihood (PML) methods and quasi-generalized PML methods, m-estimation methods, moments or generalized moments method, and asymptotic least squares. Moreover the null hypothesis has a general mixed form, including the usual implicit and explicit form.",

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A general framework for testing a null hypothesis in a “mixed” form

Abstract

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