Hypothesis Testing in the Presence of One-sided Nuisance Parameters

Anthony W. Hughes
Additional contact information
Anthony W. Hughes: School of Economics, University of Adelaide

No 1999-07, School of Economics and Public Policy Working Papers from University of Adelaide, School of Economics and Public Policy

Abstract: In this paper, we investigate whether similar improvements are observed when we have a non-sample information regarding the nuisance parameters in the testing problem. It is shown under several realistic regularity conditions, that tests based on inequality constrained estimates of nuisance parameters and tests based on unconstrained estimates have identical asymptotic properties.

Keywords: testing; simulation (search for similar items in EconPapers)
JEL-codes: C12 C15 (search for similar items in EconPapers)
Pages: 26 pages
Date: 1999
References: Add references at CitEc
Citations:

Downloads: (external link)
https://media.adelaide.edu.au/economics/papers/doc/wp1999-07.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:adl:wpaper:1999-07

Access Statistics for this paper

More papers in School of Economics and Public Policy Working Papers from University of Adelaide, School of Economics and Public Policy Contact information at EDIRC.
Bibliographic data for series maintained by Qazi Haque ().