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A General Framework for Testing a Null Hypothesis in a “Mixed” Form

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  • Gourieroux, C.
  • Monfort, A.

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Bibliographic Info

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

Volume (Year): 5 (1989)
Issue (Month): 01 (April)
Pages: 63-82

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Handle: RePEc:cup:etheor:v:5:y:1989:i:01:p:63-82_01

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Cited by:
  1. Richard Smith, 2004. "GEL Criteria for Moment Condition Models," CeMMAP working papers CWP19/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
  3. Marcus J. Chambers, . "The Estimation of Systems of Joint Differential-Difference Equations," Economics Discussion Papers 444, University of Essex, Department of Economics.
  4. repec:ebl:ecbull:v:3:y:2008:i:62:p:1-10 is not listed on IDEAS
  5. Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 628-641, June.
  6. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
  7. Gourieroux, C. & Jouneau, F., 1999. "Econometrics of efficient fitted portfolios," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 87-118, January.
  8. Christian Gourieroux & Alain Monfort, 1997. "Modèles de comptage semi-paramétriques," Working Papers 97-34, Centre de Recherche en Economie et Statistique.
  9. Dastoor, Naorayex K., 2003. "The equality of comparable extended families of classical-type and Hausman-type statistics," Journal of Econometrics, Elsevier, vol. 117(2), pages 313-330, December.
  10. Naorayex K Dastoor, 2008. "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, vol. 3(62), pages 1-10.
  11. Ramdan Dridi, 2000. "Simulated Asymptotic Least Squares Theory," STICERD - Econometrics Paper Series /2000/396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  12. Dastoor, Naorayex K., 2003. "A score-type and a Hausman-type statistic based on nonsingular generalized inverses," Economics Letters, Elsevier, vol. 81(3), pages 395-401, December.
  13. Gourieroux, C. & Monfort, A., 2005. "The econometrics of efficient portfolios," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 1-41, January.

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