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Hypothesis Testing in the Presence of One-sided Nuisance Parameters

Author

Listed:
  • Anthony W. Hughes

    (School of Economics, University of Adelaide)

Abstract

In this paper, we investigate whether similar improvements are observed when we have a non-sample information regarding the nuisance parameters in the testing problem. It is shown under several realistic regularity conditions, that tests based on inequality constrained estimates of nuisance parameters and tests based on unconstrained estimates have identical asymptotic properties.

Suggested Citation

  • Anthony W. Hughes, 1999. "Hypothesis Testing in the Presence of One-sided Nuisance Parameters," School of Economics and Public Policy Working Papers 1999-07, University of Adelaide, School of Economics and Public Policy.
    • Handle: RePEc:adl:wpaper:1999-07
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    File URL: https://media.adelaide.edu.au/economics/papers/doc/wp1999-07.pdf
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    More about this item

    Keywords

    testing; simulation;

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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