Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
Year of publication: |
2005-02-01
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Authors: | Dufour, Jean-Marie |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | Monte Carlo test | maximized monte Carlo test | finite sample test | exact test | nuisance parameter | bounds | bootstrap | parametric bootstrap | simulated annealing | asymptotics | nonstandard asymptotic distribution | test de Monte Carlo | test de Monte Carlo maximisé | test exact | test valide en échantillon fini | paramètre de nuisance | bornes | bootstrap paramétrique | recuit simulé | distribution asymptotique non standard |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 43 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C2 - Econometric Methods: Single Equation Models ; C52 - Model Evaluation and Testing ; C22 - Time-Series Models |
Source: |
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DUFOUR, Jean-Marie, (2005)
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