A new approximate point optimal test of a composite null hypothesis

DOI10.1016/j.jeconom.2004.08.020zbMath1337.62226OpenAlexW2004391227MaRDI QIDQ269396

Maxwell L. King, Sivagowry Sriananthakumar

Publication date: 18 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.08.020

zbMATH Keywords

composite hypothesesgeneralized Neyman-Pearson lemmamaximal invariantpoint optimal testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Testing for a trend with persistent errors ⋮ 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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• Testing for ar(1) against ima(1,1) disturbances in the linear regression model
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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