A complete class of tests when the likelihood is locally asymptotically quadratic.

DOI10.1016/S0304-4076(03)00135-0zbMath1043.62003MaRDI QIDQ1421313

Werner Ploberger

Publication date: 26 January 2004

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Likelihood ratio testDickey-Fuller testAsymptotic theoryComplete class theoremsOptimal tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Theory of statistical experiments (62B15) Asymptotic properties of parametric tests (62F05) Complete class results in statistical decision theory (62C07)

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