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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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We examine an asymptotic analysis of differentiable econometric models using the distance and direction (DD) method introduced by Cho and White (2012), in which the conventional analysis for the quasi-maximum likelihood estimation and inference can be treated as a special case. We extend their approach and revisit the conventional quasi-likelihood ratio,Wald, and Lagrange multiplier test statistics through a different perspective. This new perspective is further analyzed in a unified framework, and we exploit this to introduce new classes of test statistics.
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참고문헌 (29)
참고문헌 신청
Aigner, D. / 1977 / Formulation and estimation of stochastic frontier production function models / Journal of Econometrics 6 : 21 ~ 37
Andrews, D. / 1987 / Consistency in nonlinear econometric models: A generic uniform law of large numbers / Econometrica 55 : 1465 ~ 1472
Andrews, D. / 1988 / Laws of large numbers for dependent non-identically distributed random variables / Econometric Theory 5 : 458 ~ 467
Andrews, D. / 1992 / Generic uniform convergency / Econometric Theory 8 : 1241 ~ 1257
Andrews, D. / 2001 / Testing when a parameter is on the boundary of the maintained hypothesis / Econometrica 69 : 683 ~ 734
Andrews, D. / 1987 / Consistency in nonlinear econometric models: A generic uniform law of large numbers / Econometrica 55 : 1465 ~ 1472
Andrews, D. / 1988 / Laws of large numbers for dependent non-identically distributed random variables / Econometric Theory 5 : 458 ~ 467
Andrews, D. / 1992 / Generic uniform convergency / Econometric Theory 8 : 1241 ~ 1257
Andrews, D. / 2001 / Testing when a parameter is on the boundary of the maintained hypothesis / Econometrica 69 : 683 ~ 734
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