Score-type tests for normal mixtures
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- Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2022. "Score-type tests for normal mixtures," Working Papers wp2022_2213, CEMFI.
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More about this item
Keywords
Generalized extremum tests; Higher-order identifiability; Like-lihood ratio test; Mincer equations; tests extremum généralisés; identification à ordre supérieur; test de rapport de vraisemblance; équations de Mincer;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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