Admissible, similar tests: a characterization

DOI10.1017/S0266466619000215MaRDI QIDQ5221313zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

decision theoryhypothesis testing

Mathematics Subject Classification ID

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

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Cites work

• A Conditional Likelihood Ratio Test for Structural Models
• ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
• Asymptotic methods in statistical decision theory
• Conditional linear combination tests for weakly identified models
• Decision Theory Applied to an Instrumental Variables Model
• Efficient tests under a weak convergence assumption
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• scientific article; zbMATH DE number 994432 (Why is no real title available?)
• scientific article; zbMATH DE number 1235892 (Why is no real title available?)
• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
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• scientific article; zbMATH DE number 3283197 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Instrumental Variables Regression with Weak Instruments
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
• Testing Statistical Hypotheses

Cited in

(5)

• Concerning a class of similarity tests
• ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
• scientific article; zbMATH DE number 3849199 (Why is no real title available?)
• Wherefore similar tests?
• Identification-robust nonparametric inference in a linear IV model

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