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Search: subject:"Marginal likelihood based tests"
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Approximate point optimal test
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Marginal likelihood based tests
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Nuisance parameters
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Simulated annealing algorithm
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Generalized Neyman-Pearson lemma
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Sriananthakumar, Sivagowry
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach
Sriananthakumar, Sivagowry
- In:
Economic Modelling
33
(
2013
)
C
,
pp. 126-136
presence of unavoidable nuisance parameters. Because
marginal
likelihood
based
tests
are said to perform well in the presence …
Persistent link: https://www.econbiz.de/10010737998
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2
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry
- In:
Economic modelling
33
(
2013
),
pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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