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Nuisance parameter free inference on cointegration parameters in the presence of a variance shift

✍ Scribed by H. Peter Boswijk

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

INFERENCE ABOUT THE MEAN OF A POISSON DI

✍ Yip, Paul 📂 Article 📅 1988 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 307 KB

Quadratic Nuisance-Parameter-Free Goodne

✍ Emad-Eldin A. A. Aly and Miklós Csörgő 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 French ⚖ 789 KB

On Fisher information inequalities in th

✍ Vasant P. Bhapkar; Cidambi Srinivasan 📂 Article 📅 1994 🏛 Springer Japan 🌐 English ⚖ 624 KB

On the identifiability problem in the pr

✍ Stefano Fortunati; Fulvio Gini; Maria S. Greco; Alfonso Farina; Antonio Graziano 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 203 KB

Admissibility of an estimate obtained by

✍ A. M. Kagan 📂 Article 📅 1986 🏛 Springer US 🌐 English ⚖ 425 KB

A note on the uniformly most powerful te

✍ Kentaro Nomakuchi 📂 Article 📅 1992 🏛 Springer Japan 🌐 English ⚖ 236 KB

When a testing problem has nuisance parameters, the uniformly most powerful (UMP) tests do not generally exist. Exceptional examples were