Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics

Jean-Marie Dufour ()

Journal of Econometrics, 2006, vol. 133, issue 2, 443-477

Date: 2006
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Citations: View citations in EconPapers (189)

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Related works:
Working Paper: Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics (2005)
Working Paper: Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics (2005)
Working Paper: Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:133:y:2006:i:2:p:443-477

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