Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions Using the Restricted Likelihood
Year of publication: |
2012
|
---|---|
Authors: | Chen, Willa W. |
Other Persons: | Deo, Rohit (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 21, 2008 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Gelman, Andrew, (2015)
-
Regression based tests for non-nested alternatives in grouped duration models
Sueyoshi, Glenn T., (1994)
-
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin, (1990)
- More ...
-
Chen, Willa W., (2009)
-
The variance ratio statistic at large horizons
Chen, Willa W., (2006)
-
Uniform inference in predictive regression models
Chen, Willa W., (2013)
- More ...