Several Asymptotic Tests Proposed in the Literature Are Shown Not to Be Invariant to Changes in Measurement Units Or, More Generally to Various Transformations Which Leave Both the Model and the Null Hypothesis Invariant. the Test Involved Include the Wald Test, a Variant of the Lagrange...

This Paper Proposes a General Method to Build Exact Tests and Confidence Sets in Linear Regressions with First-Order Autoregressive Gaussian Disturbances. Because of a Nuisance Parameter Problem, We Argue That Generalized Bounds Tests and Conservative Confidence Sets Provide Natural Inference...

Cette Etude Evalue les Couts Financiers et Economiques des Activites de Pret a L'exportation et D'assurance de la Societe Pour L'expansion (S.E.E.) Sur la Periode 1970-1984. Nous Estimons la Valeur Presente En Dollars de 1984 des Couts Economiques Impliques Suivant Diverses Hypotheses Sur le...