Admissible, similar tests: a characterization

DOI10.1017/S0266466619000215zbMATH Open1435.62087OpenAlexW2978584744WikidataQ127122457 ScholiaQ127122457MaRDI QIDQ5221313FDOQ5221313

Authors: José Luis Montiel Olea 

Publication date: 25 March 2020

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466619000215

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zbMATH Keywords

hypothesis testingdecision theory

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Decision theory (91B06) General considerations in statistical decision theory (62C05)

Cites Work

• Instrumental Variables Regression with Weak Instruments
• Testing Statistical Hypotheses
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• A Conditional Likelihood Ratio Test for Structural Models
• Asymptotic methods in statistical decision theory
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Title not available (Why is that?)
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• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
• ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
• Decision Theory Applied to an Instrumental Variables Model
• Title not available (Why is that?)
• Efficient tests under a weak convergence assumption
• Conditional linear combination tests for weakly identified models

Cited In (5)

• Identification-robust nonparametric inference in a linear IV model
• Concerning a class of similarity tests
• Wherefore similar tests?
• Title not available (Why is that?)
• ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION

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