Propositions, Principles and Methods: The Linear Hypothesis and Structural Change
This paper seeks to distinguish between principles upon which testing of statistical hypotheses may be based and the practical methods which these principles generate. Seber's (1964) conclusion, that the Wald, Lagrange Multiplier and Likelihood Ratio Principles all lead to the same test statistic for a linear hypothesis is re-examined. Simple relations between various test statistics are their distributions are outlined. These are applied to two well-known methods of testing structural change.
Year of publication: |
1980
|
---|---|
Authors: | Fisher, Gordon |
Institutions: | Economics Department, Queen's University |
Saved in:
Saved in favorites
Similar items by person
-
Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case
Fisher, Gordon, (1979)
-
Interest Rates and Durability in the Linear Expenditure Family
Fisher, Gordon, (1980)
-
The Theory and Practice of Point-Optimal Testing
Dastoor, Naorayex K., (1988)
- More ...