Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis

Keywords

Nuisance, Nuisance parameter, Inference, Null hypothesis, Null (SQL)

References

• An Analysis of TransformationsGeorge E. P. Box, David R. Cox — 1964
• An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random VariablesDonald W. K. Andrews — 1992
• A Nonlinear Approach to U.S. GNPSimon Potter — 1993
• The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNPBruce E. Hansen — 1991
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical FrameworkLarry G. Epstein, Stanley E. Zin — 1989
• Some Limit Theorems for Random Functions. IIВ. А. Волконский, Yu. A. Rozanov — 1959
• Locally Optimal Testing When a Nuisance Parameter Is Present Only under the AlternativeMaxwell L. King, Thomas S. Shively, King, Maxwell L. — 1993
• Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆James G. MacKinnon, Halbert White — 1985
• Testing linearity against smooth transition autoregressive modelsRitva Luukkonen, Pentti Saikkonen, Timo Teräsvirta — 1988
• Some mixing properties of time series modelsTuan D. Pham, Lanh Tat Tran — 1985
• Bootstrapping General Empirical MeasuresEvarist Giné, Joel Zinn — 1990
• Uniform Asymptotic Normality of the Maximum Likelihood EstimatorTrevor J. Sweeting — 1980
• Convergence of stochastic processesPeter M. Robinson, David Pollard — 1984
• A Class of Nonlinear ARCH ModelsMatthew Higgins, Anil K. Bera — 1992
• ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELSKung‐Sik Chan, H. Tong — 1986
• A test for conditional heteroskedasticity in time series modelsAnil K. Bera, Matthew Higgins — 1992
• Testing for threshold autoregressionKung‐Sik Chan — 1990
• An additional hidden unit test for neglected nonlinearity in multilayer feedforward networksWhite — 1989
• Measuring Business Cycle TimeJames H. Stock — 1987
• Tests of the Hypothesis That a Linear Regression System Obeys Two Separate RegimesRichard E. Quandt — 1960

Cited by

• Inference with Heywood casesStanislav Kolenikov — 2009
• How Do Business Regulations Affect Foreign Direct Investment?Haozhen Zhang — 2012
• Real-time Markov Switching and Leading Indicators in Times of the Financial CrisisThomas Theobald — 2012
• The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive EvaluationValentina Corradi, Norman R. Swanson — 2003
• Modelling nonlinear economic time seriesTimo Teräsvirta, Dag Tjøstheim, Clive W. J. Granger — 2010
• Fundamentals and asset price dynamicsAttilio Gardini, Giuseppe Cavaliere, Michele Costa — 2003
• LES EFFETS NON LINEAIRES DES DÉPENSES PUBLIQUES SUR LA CROISSANCE ÉCONOMIQUE EN RD CONGOGastonfils Lonzo Lubu, Désiré Avom — 2014
• Essays on Commercial Banking: Survival, Performance, and Heterogeneous TechnologiesPavlos Almanidis — 2011
• Fiyat Teorisinin Mali Teorisine Farklý Bir Bakýþ: MLSTAR ve MLP ModelleriMelike Bildirici, Özgür Ömer Ersin — 2011
• THE ASYMMETRIC EXCHANGE RATE DYNAMICS IN THE EMS: A TIME-VARYING THRESHOLD TESTMarie Bessec — 2003
• Regime switching behaviour of the UK equity risk premiumMin Tan — 2013
• Firm Growth Threshold Effects A CASE STUDY OF MOZAMBICAN MANUFACTURERSBruce Byiers — 2008
• Testing for Short-run and Long-run Asymmetry in ARFIMA modelsAmine Lahiani — 2006
• Testing for nonlinearities in time series with an application to exchange ratesYan Zhang — 2002
• Volatility Persistence and Switching ARCH in Japanese Stock ReturnsWai Mun Fong — 1997
• Consumo de bens duráveis e poupança em uma nova trajetória de comportamento do consumidor brasileiroViviane Seda Bittencourt — 2011
• Are Central Bankers opportunistic? A threshold cointegration investigationNicolas Million — 2003
• Threshold Effects of Budgetary Policy on Economic Growth in CemacLandry Bikai — 2010
• Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold ModelJesús Gonzalo, Jean‐Yves Pitarakis — 2017
• Brownian motion with drift threshold modelPedro José dos Santos Palhinhas Mota — 2008

Related papers

• The null hypothesis is always rejected with statistical tricks: Why do you need it?Freddy A. Paniagua — 2019
• Discussion on Establishment of Null Hypothesis in Hypothesis Test ProblemHU Ju-hu — 2013
• Principles: when there should be no difference--how to fail to reject the null hypothesis.Michael J. Lew — 2006
• Can Bayes Factors "Prove" the Null Hypothesis?Michael Smithson — 2019