MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm

DOI10.1016/j.jeconom.2005.06.006zbMath1345.62039OpenAlexW1969376337MaRDI QIDQ275248

Olivier Torrès, Frédéric Jouneau-Sion

Publication date: 25 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.006

zbMATH Keywords

branch-and-bound algorithmfinite sample inferencelimited dependent variables modelmaximized Monte Carlo testsrandomized tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05)

Related Items (3)

Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics ⋮ Exact computation of max weighted score estimators ⋮ Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

Cites Work

• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• Small sample properties of alternative forms of the Lagrange multiplier test
• Finite sample properties and asymptotic efficiency of Monte Carlo tests
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
• Modified Randomization Tests for Nonparametric Hypotheses
• On the existence of maximum likelihood estimates in logistic regression models
• Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
• Pseudo Maximum Likelihood Methods: Applications to Poisson Models
• Sample Selection Bias as a Specification Error
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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