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Simulation studies on the Cressie-Read power divergence test statistic under the empirical likelihood setup

Tanizaki, Hisashi; Namba, Akio - In: Kobe University economic review 55 (2009), pp. 35-51

Persistent link: https://www.econbiz.de/10003958322

On bootstrap validity for subset Anderson-Rubin test in IV regressions

Doko Tchatoka, Firmin; Wang, Wenjie - 2015

Persistent link: https://www.econbiz.de/10010528653

Improving the J test in the SARAR model by likelihood-based estimation

Burridge, Peter - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 1, pp. 75-107

Persistent link: https://www.econbiz.de/10009564236

Goodness-of-fit tests for stochastic frontier models based on the characteristic function

Meintanis, Simos G.; Papadimitriou, Christos K. - In: Journal of productivity analysis : an official journal … 57 (2022) 3, pp. 285-296

Persistent link: https://www.econbiz.de/10013190857

Testing for homogeneity in mixture models

Gu, Jiaying; Koenker, Roger; Volgushev, Stanislav - 2017

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as C(α) tests, as in Neyman (1959), and shown...

Persistent link: https://www.econbiz.de/10011758032