Testing joint hypotheses when one of the alternatives is one-sided

DOI10.1016/J.JECONOM.2006.07.022zbMATH Open1247.62144OpenAlexW3123442973MaRDI QIDQ451289FDOQ451289

Walter Distaso, Karim M. Abadir

Publication date: 23 September 2012

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.022

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• Joint one-sided tests of linear regression coefficients
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• scientific article; zbMATH DE number 815748

zbMATH Keywords

hypergeometric functionsexact distributionsmixed one-sided and two-sided alternativestest powersunit-root tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Non-Markovian processes: hypothesis testing (62M07)

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Cited In (16)

• Two-sample test against one-sided alternatives
• Testing for a unit root in a random coefficient panel data model
• On Monte Carlo estimation of relative power
• Residual-based rank specification tests for AR-GARCH type models
• Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models
• A new unit root test against ESTAR based on a class of modified statistics
• A unit root test based on smooth transitions and nonlinear adjustment
• Testing multivariate one-sided hypotheses.
• Testing for unit root processes in random coefficient autoregressive models
• Joint one-sided tests of linear regression coefficients
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
• Title not available (Why is that?)
• Nonlinear error correction based cointegration test in panel data
• Modified Lagrange multiplier tests for problems with one-sided alternatives
• A unit root test against globally stationary ESTAR models when local condition is non-stationary
• A Score Test Against One-Sided Alternatives

Uses Software

• longmemo

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