Hypothesis testing in the presence of nuisance parameters

DOI10.1016/0378-3758(95)00048-8zbMath0848.62060MaRDI QIDQ1918150

Maxwell L. King

Publication date: 18 July 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/267419/files/monash-161.pdf

zbMATH Keywords

tables; Monte Carlo; nuisance parameters; marginal likelihood; \(p\)-values; first-order autoregressive disturbances; first-order autocorrelation; linear regression coefficients; dynamic linear regression model

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

Related Items

Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters, Modified Wald test for regression disturbances, Testing for a trend with persistent errors, Unnamed Item

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