Score-type tests for normal mixtures
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- Amengual, Dante & Bei, Xinyue & Carrasco, Marine & Sentana, Enrique, 2025. "Score-type tests for normal mixtures," Journal of Econometrics, Elsevier, vol. 248(C).
- Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2023. "Score-type tests for normal mixtures," CIRANO Working Papers 2023s-02, CIRANO.
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More about this item
Keywords
Generalized extremum tests; higher-order identifiability; likelihood ratio test; Mincer equations.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-01-23 (Econometrics)
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