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One Sided Hypothesis Testing in Econometrics: A Survey

Author

Listed:
  • Wu, P.X.
  • King, M.L.

Abstract

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Suggested Citation

  • Wu, P.X. & King, M.L., 1994. "One Sided Hypothesis Testing in Econometrics: A Survey," Monash Econometrics and Business Statistics Working Papers 6/94, Monash University, Department of Econometrics and Business Statistics.
    • Handle: RePEc:msh:ebswps:1994-6
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    Citations

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    Cited by:

    1. Jahar L. Bhowmik & Maxwell L. King, 2005. "Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant," Monash Econometrics and Business Statistics Working Papers 19/05, Monash University, Department of Econometrics and Business Statistics.
    2. Oliver Linton & Douglas Steigerwald, 2000. "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 145-174.
    3. Jin Lee, 2000. "One-Sided Testing for ARCH Effect Using Wavelets," Econometric Society World Congress 2000 Contributed Papers 1214, Econometric Society.
    4. Ping, Wu & King, Maxwell L., 1996. "Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors," Economics Letters, Elsevier, vol. 52(2), pages 121-127, August.

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