Dufour, Jean-Marie; Khalaf, Lynda - Groupe de recherche en économie de l'énergie, de … - 2001
on the coefficients of SURE systems. Two complementary approaches are described. First, we propose an exact Monte Carlo … bounds test based on the standard likelihood ratio criterion. Second, we consider alternative Monte Carlo tests which can be …-maximum-likelihood estimators. Illustrative Monte Carlo experiments show that: (i) the bounds are sufficiently tight to yield conclusive results in …