ADMISSIBLE, SIMILAR TESTS: A CHARACTERIZATION

DOI10.1017/S0266466619000215zbMath1435.62087OpenAlexW2978584744WikidataQ127122457 ScholiaQ127122457MaRDI QIDQ5221313

José Luis Montiel Olea

Publication date: 25 March 2020

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466619000215

zbMATH Keywords

decision theoryhypothesis testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Decision theory (91B06) General considerations in statistical decision theory (62C05)

Related Items (1)

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Cites Work

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• Asymptotic methods in statistical decision theory
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
• Efficient Tests Under a Weak Convergence Assumption
• ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Instrumental Variables Regression with Weak Instruments
• Conditional Linear Combination Tests for Weakly Identified Models
• Decision Theory Applied to an Instrumental Variables Model
• Testing Statistical Hypotheses
• A Conditional Likelihood Ratio Test for Structural Models
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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