Testing nested or non-nested hypotheses

DOI10.1016/0304-4076(83)90121-5zbMath0551.62075OpenAlexW2027215137MaRDI QIDQ800679

Alain Monfort, Alain Trognon, Christian Gouriéroux

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90121-5

zbMATH Keywords

Wald statisticpseudo-maximum likelihood estimatornon-nested hypothesesscore functiondifference between two estimatorspseudo-true value

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Foundations and philosophical topics in statistics (62A01)

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Cites Work

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