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

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26 Citations (Scopus)

Résumé

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.

langue originale	Anglais
Pages (de - à)	63-82
Nombre de pages	20
journal	Econometric Theory
Volume	5
Numéro de publication	1
Les DOIs	https://doi.org/10.1017/S0266466600012263
état	Publié - 1 janv. 1989

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title = "A general framework for testing a null hypothesis in a {\textquotedblleft}mixed{\textquotedblright} form",

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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AB - 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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JO - Econometric Theory

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

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