A General Framework for Testing a Null Hypothesis in a “Mixed” Form
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, <italic>m</italic>-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.
Year of publication: |
1989
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Authors: | Gourieroux, C. ; Monfort, A. |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 5.1989, 01, p. 63-82
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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