A complete class of tests when the likelihood is locally asymptotically quadratic

Journal of Econometrics

Volumn 118, Issue 1-2, 2004, Pages 67-94

  Ploberger, Werner ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Asymptotic theory; Complete class theorems; Dickey Fuller test; Likelihood ratio test; Optimal tests

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; THEOREM PROVING;

ECONOMETRICS; LIKELIHOOD RATIO (LR) TESTS;

STATISTICAL TESTS;

EID: 0346724427     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00135-0     Document Type: Article

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