Specification tests based on MCMC output

DOI10.1016/j.jeconom.2018.08.001zbMath1452.62944OpenAlexW2887537155WikidataQ129364141 ScholiaQ129364141MaRDI QIDQ1792489

Yong Li, Jun Yu, Tao Zeng

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

zbMATH Keywords

information matrixMarkov chain Monte Carlolatent variable modelsspecification testpower enhancement techniquepoint hypothesis test

Mathematics Subject Classification ID

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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