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dc.contributor.authorConniffe, Denis
dc.date.accessioned2012-08-24T15:01:36Z
dc.date.available2012-08-24T15:01:36Z
dc.date.issued1998
dc.identifier.citationConniffe, Denis. 'Testing a model parameter when another is unidentified under the null'. - Economic & Social Review, Vol. 29, No. 4, October, 1998, pp. 357-367, Dublin: Economic & Social Research Institute
dc.identifier.issn0012-9984
dc.identifier.urihttp://hdl.handle.net/2262/64730
dc.description.abstractSome standard test procedures, such as Score and Likelihood Ratio, replace nuisance parameters by their maximum likelihood estimates under the null hypothesis about the parameter of interest. In some models, however, a nuisance parameter is not identified under the null, so that these approaches need modification. By taking a mathematically tractable case, this paper illustrates the issues that arise and the solutions that have been proposed in the literature. The rival tests are compared in terms of power and robustness to misspecification.en
dc.language.isoen
dc.publisherEconomic & Social Studies
dc.sourceEconomic & Social Reviewen
dc.subjectModel parameteren
dc.subjectQuantitative methodsen
dc.titleTesting a model parameter when another is unidentified under the null
dc.typeJournal Article
dc.publisher.placeDublinen


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