Specification tests based on MCMC output
From MaRDI portal
Publication:1792489
DOI10.1016/j.jeconom.2018.08.001zbMath1452.62944OpenAlexW2887537155WikidataQ129364141 ScholiaQ129364141MaRDI QIDQ1792489
Publication date: 12 October 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2220
information matrixMarkov chain Monte Carlolatent variable modelsspecification testpower enhancement techniquepoint hypothesis test
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Numerical analysis or methods applied to Markov chains (65C40)
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