BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD

DOI10.1017/S0266466608090464zbMath1286.62114OpenAlexW3125408026MaRDI QIDQ5411513

Rohit S. Deo, Willa W. Chen

Publication date: 23 April 2014

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

Full work available at URL: https://doi.org/10.1017/s0266466608090464

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Statistical methods; economic indices and measures (91B82) Non-Markovian processes: hypothesis testing (62M07)

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