Hypothesis Testing in the Presence of One-sided Nuisance Parameters
AbstractIn this paper, we investigate whether similar improvements are observed when we have a non-sample information regarding the nuisance parameters in the testing problem. It is shown under several realistic regularity conditions, that tests based on inequality constrained estimates of nuisance parameters and tests based on unconstrained estimates have identical asymptotic properties.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by University of Adelaide, School of Economics in its series School of Economics Working Papers with number 1999-07.
Length: 26 pages
Date of creation: 1999
Date of revision:
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dmitriy Kvasov).
If references are entirely missing, you can add them using this form.