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TESTS
Theorie
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105
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59
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56
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54
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33
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Dhaene, G.
3
Scaillet, O.
3
Gourieroux, C.
2
Chesher, A.
1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
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Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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RePEc
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Reversed Score and Likelihood Ratio Tests.
Dhaene, G.
;
Scaillet, O.
-
2000
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.
Persistent link: https://www.econbiz.de/10005780805
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2
Bartlett Identities Tests.
Chesher, A.
;
Dhaene, G.
;
Gourieroux, C.
;
Scaillet, O.
-
Center for Operations Research and Econometrics (CORE), …
-
1999
In this note we propose a general testing procedure for parametric models based on Bartlett Identities.
Persistent link: https://www.econbiz.de/10005634012
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3
Non-Nested Hypothesis and Instrumental Models.
Dhaene, G.
;
Gourieroux, C.
;
Scaillet, O.
-
1996
We introduce non-nested hypothesis tests using indirect simulation-based estimation procedures.
Persistent link: https://www.econbiz.de/10005641013
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