BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD

DOI10.1017/S0266466608090464zbMath1286.62114MaRDI QIDQ5411513

Rohit S. Deo, Willa W. Chen

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

Mathematics Subject Classification ID

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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