Reversed Score and Likelihood Ratio Tests.

Two extensions of a parametric model are proposed, each one involving the score function of an alternative parametric model. We show that the encompassing hypothesis is equivalent to standard conditions on the score of each of the extended models.

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Year of publication:	2000
Authors:	Dhaene, G. ; Scaillet, O.
Subject:	TESTS \| SIMULATION \| RATIO

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Type of publication:	Book / Working Paper
Notes:	21 pages
Classification:	C5 - Econometric Modeling ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005780805