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Bounds for Inference with Nuisance Parameters Present only under the Alternative

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Author Info
Altissimo, F.
Corradi, V.

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Abstract

In hypothesis testing with nuisance parameters present only under the alternative two issues typically arise: (i) critical values are date dependent and so cannot be tabulated; (ii) we need to choose a functional over the nuisance parameter space. We address the first issue by providing easily computable bounds for the case of dependent and heterogeneous observations. We tackle the second issue by suggesting a weighted average statistic with weights given by the (quasi) likelihood over the nuisance parameter space. The small sample behavior of our procedure is analyzed via few Monte Carlo simulations; we consider conditional moment tests and tests for nonlinearities in the SETAR model. For samples of 200-400 observations, the behavior of the suggested weighted average statistic is rather satisfactory. An empirical illustration using date on U.S. male unemployment is provided.

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Publisher Info
Paper provided by University of Exeter, School of Business and Economics in its series Discussion Papers with number 00/13.

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Length: 40 pages
Date of creation: 2000
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Handle: RePEc:fth:exetec:00/13

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Related research
Keywords: STATISTICS ; BEHAVIOUR ; UNEMPLOYMENT;

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Find related papers by JEL classification:
C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
J16 - Labor and Demographic Economics - - Demographic Economics - - - Economics of Gender; Non-labor Discrimination
J64 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - Unemployment: Models, Duration, Incidence, and Job Search

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  1. Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics. [Downloadable!]
  2. PREMINGER, Arie & HAFNER, Christian M., 2006. "Deciding between GARCH and stochastic volatility via strong decision rules," CORE Discussion Papers 2006042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  3. Nedeljkovic, Milan, 2008. "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," The Warwick Economics Research Paper Series (TWERPS) 876, University of Warwick, Department of Economics. [Downloadable!]
  4. Ana Beatriz C. Galvao, 2006. "Structural break threshold VARs for predicting US recessions using the spread," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 463-487. [Downloadable!]
    Other versions:
  5. PREMINGER, Arie & STORTI, Giuseppe, 2006. "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," CORE Discussion Papers 2006068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  6. Marine Carrasco, 2004. "Chi-square Tests for Parameter Stability," RCER Working Papers 508, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
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This page was last updated on 2009-10-24.


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