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Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems

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  • Hillier, Grant H.

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Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 3 (1987)
Issue (Month): 01 (February)
Pages: 1-44

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Handle: RePEc:cup:etheor:v:3:y:1987:i:01:p:1-44_00

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Cited by:
  1. Patrick Marsh, . "A Measure of Distance for the Unit Root Hypothesis," Discussion Papers 05/02, Department of Economics, University of York.
  2. Begum, Nelufa & King, Maxwell L., 2005. "Most mean powerful test of a composite null against a composite alternative," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1079-1104, June.
  3. Dufour, J.M. & Kiviet, J.F., 1995. "Exact Tests in Single Equation Autoregressive Distributed Lag Models," Cahiers de recherche 9549, Centre interuniversitaire de recherche en ├ęconomie quantitative, CIREQ.
  4. Hillier, Grant, 2009. "Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model," Econometric Theory, Cambridge University Press, vol. 25(04), pages 915-957, August.
  5. Patrick Marsh, 2006. "Constructing Optimal Tests on a Lagged Dependent Variable," Discussion Papers 06/19, Department of Economics, University of York.
  6. Giovanni Forchini & Patrick Marsh, . "Exact Inference for the Unit Root Hypothesis," Discussion Papers 00/54, Department of Economics, University of York.
  7. Grant Hillier, 2006. "On the conditional likelihood ratio test for several parameters in IV regression," CeMMAP working papers CWP26/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. G. Forchini, 2005. "Some Properties of Tests for Possibly Unidentified Parameters," Monash Econometrics and Business Statistics Working Papers 21/05, Monash University, Department of Econometrics and Business Statistics.
  9. Giovanni Forchini, 2005. "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers 20/05, Monash University, Department of Econometrics and Business Statistics.
  10. Patrick Marsh, . "Nonparametric Likelihood Ratio Tests," Discussion Papers 00/56, Department of Economics, University of York.
  11. Giovanni Forchini, . "The Geometry of Similar Tests for Structural Change," Discussion Papers 00/55, Department of Economics, University of York.
  12. Martellosio, Federico, 2008. "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper 7255, University Library of Munich, Germany.
  13. Forchini, Giovanni, 2005. "Optimal weighted average power similar tests for the covariance structure in the linear regression model," Journal of Econometrics, Elsevier, vol. 124(2), pages 253-267, February.

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