Testing When a Parameter is on the Boundary of the Maintained Hypothesis
Top Cited Papers
- 1 May 2001
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 69 (3), 683-734
- https://doi.org/10.1111/1468-0262.00210
Abstract
No abstract availableKeywords
All Related Versions
This publication has 31 references indexed in Scilit:
- Locally optimal one-sided tests for multiparameter hypothesesEconometric Reviews, 1997
- Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the AlternativeEconometrica, 1996
- On the Asymptotics of Constrained $M$-EstimationThe Annals of Statistics, 1994
- Locally Optimal Testing When a Nuisance Parameter is Present Only Under the AlternativeThe Review of Economics and Statistics, 1993
- Generic Uniform ConvergenceEconometric Theory, 1992
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests under Nonstandard ConditionsJournal of the American Statistical Association, 1987
- Generalized autoregressive conditional heteroskedasticityJournal of Econometrics, 1986
- Testing for Regression Coefficient Stability with a Stationary AR(1) AlternativeThe Review of Economics and Statistics, 1985
- New Ways to Prove Central Limit TheoremsEconometric Theory, 1985
- A TEST OF HOMOGENEITY FOR ORDERED ALTERNATIVESBiometrika, 1959