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

Published online by Cambridge University Press:  18 October 2010

C. Gourieroux  and
A. Monfort
C. Gourieroux
Affiliation:
CEPREMAP et ENSAE, Paris
A. Monfort
Affiliation:
Unité de Recherche, INSEE, Paris
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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.

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Type
Articles
Information
Econometric Theory , Volume 5 , Issue 1 , April 1989 , pp. 63 - 82
Copyright
Copyright © Cambridge University Press 1989

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