that the test statistics involved are obtained from the solutions of a generalized eigenvalue problem, and the hypotheses …

-stage modelling procedure?This paper addresses the often occurring situation in econometrics of applying standard statistics to …

This paper offers an alternative technique to derive the limiting distribution of residual-based statistics or, more … general, the limiting distribution of statistics with estimated nuisance parameters.This technique allows us to unify many … difficult to establish, e.g., rank-based statistics.We essentially replace this differentiability condition with a …