Chen, Xiaohong; Pouzo, Demian - Cowles Foundation for Research in Economics, Yale University - 2013
the sieve Wald statistic; (3) the asymptotic chi-square distribution of an optimally weighted sieve quasi likelihood ratio … under the null; (5) the consistency of generalized residual bootstrap sieve Wald and QLR tests; (6) local power properties … of sieve Wald and QLR tests and of their bootstrap versions; (7) Wilks phenomenon of the sieve QLR test of hypothesis …