Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics

DOI10.1016/J.JECONOM.2005.06.007MaRDI QIDQ146078

Jean-Marie Dufour

Publication date: August 2006

Published in: Journal of Econometrics (Search for Journal in Brave)

Related Items (1)

MaxMC

This page was built for publication: Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics