Testing joint hypotheses when one of the alternatives is one-sided (Q451289): Difference between revisions

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+The limiting distribution of the autocorrelation coefficient under a unit root
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+Expansions for some confluent hypergeometric functions
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+An introduction to hypergeometric functions for economists
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+Hypothesis testing with a restricted parameter space
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+Bootstrapping unstable first-order autoregressive processes
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+Uniformly More Powerful Tests for Hypotheses Concerning Linear Inequalities and Normal Means
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+On the Theory of Testing for Unit Roots in Observed Time Series
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+Detecting parameter redundancy
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+The power of the circular cone test: A noncentral chi-bar-squared distribution
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+Inference for Lorenz curve orderings
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+A Complete Class Theorem for Multidimensional One-Sided Alternatives
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+Testing For Unit Roots: 1
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+Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
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+Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
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+ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
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+Wald Criteria for Jointly Testing Equality and Inequality Restrictions
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+A multivariate analogue of the one-sided test
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+Asymptotic methods in statistical decision theory
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+On second-order optimality of the observed Fisher information
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+Uniformly more powerful, one-sided tests for hypotheses about linear inequalities
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+Combining independent chi squared or F tests
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+Minimal complete classes of tests of hypotheses with multivariate one- sided alternatives
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+Testing a time series for difference stationarity
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+Residual-Based Block Bootstrap for Unit Root Testing
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+One-Sided Testing Problems in Multivariate Analysis
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+The emperor's new tests. (With comments and a rejoinder).
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Testing for a unit root in time series regression
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+A complete class of tests when the likelihood is locally asymptotically quadratic.
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+Log-periodogram regression of time series with long range dependence
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+Modified Lagrange multiplier tests for problems with one-sided alternatives
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+Identification in Parametric Models
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+A conditional test for a non-negative mean vector based on a Hotelling's \(T^2\)-type statistic
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