Hypothesis Testing in the Presence of One-sided Nuisance Parameters

Anthony W. Hughes
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Anthony W. Hughes: School of Economics, University of Adelaide

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

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

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