Hypothesis testing in the presence of nuisance parameters
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Publication:1918150
DOI10.1016/0378-3758(95)00048-8zbMath0848.62060OpenAlexW2048871344MaRDI QIDQ1918150
Publication date: 18 July 1996
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/267419/files/monash-161.pdf
tablesMonte Carlonuisance parametersmarginal likelihood\(p\)-valuesfirst-order autoregressive disturbancesfirst-order autocorrelationlinear regression coefficientsdynamic linear regression model
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
Related Items
Unnamed Item, Modified Wald test for regression disturbances, On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model, Testing for a trend with persistent errors, Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters, Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
Cites Work
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