Browsing The Economic and Social Review, Vol. 29, No. 4, October, 1998 by Author "Conniffe, Denis"

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  • Testing a model parameter when another is unidentified under the null 

    Conniffe, Denis (Economic & Social Studies, Dublin, 1998)
    Some 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 ...