BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD
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Publication:5411513
DOI10.1017/S0266466608090464zbMath1286.62114MaRDI QIDQ5411513
Publication date: 23 April 2014
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608090464
62P20: Applications of statistics to economics
62F03: Parametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
91B82: Statistical methods; economic indices and measures
62M07: Non-Markovian processes: hypothesis testing
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