Testing When a Parameter Is on the Boundary of the Maintained Hypothesis
Year of publication: |
1999-07
|
---|---|
Authors: | Andrews, Donald W.K. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotic distribution | boundary | conditional heteroskedasticity | extremum estimator | GARCH model | inequality restrictions | likelihood ratio test | local power | maximum likelihood estimator | parameter restrictions | random coefficients regression | quasi-maximum likelihood estimator | quasi-likelihood ratio test | restricted estimator | score test | Wald test |
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