检验“混合”形式原假设的一般框架

A General Framework for Testing a Null Hypothesis in a “Mixed” Form

Econometric Theory · 1989
被引 45
人大 A-ABS 4

中文导读

提出了一个用于渐近检验的一般框架,该框架涵盖基于多种估计方法的检验,并允许原假设具有混合形式,包括常见的隐式和显式形式。

Abstract

A general framework for asymptotic tests is proposed. The framework contains as particular cases tests based on various estimation techniques: maximum likelihood methods, pseudo-maximum likelihood (PML) methods and quasi-generalized PML methods, m -estimation methods, moments or generalized moments method, and asymptotic least squares. Moreover the null hypothesis has a general mixed form, including the usual implicit and explicit form.

渐近检验混合形式原假设广义估计方法