Testing and Estimation of Econometric Models

该项目包括五个研究领域。 第一种方法是用有限的参数空间检验假设。 本研究将集中在开发新的测试，具有最优性能和似然比检验是否是渐近容许的问题。 第二个领域涉及当滋扰参数仅在备择假设下存在时的假设检验。 这项研究还将集中在开发新的测试，具有最优性能的随机参数变化的测试。 第三个领域涉及半参数选择模型的截距估计。 第四个领域涉及具有时间趋势的非线性模型的估计。 这一领域的研究将考虑非线性估计量的渐近性和表现出确定性和随机趋势的数据模型。 研究的最后一个领域将集中在测试时，滋扰参数只存在于零假设的一部分。

This project consists of five areas of research. The first involves testing hypotheses with a restricted parameter space. This research will focus on the development of new tests that possess optimality properties and on the question of whether the likelihood ratio test is asymptotically admissible. The second area involves testing hypotheses when a nuisance parameter is present only under the alternative hypothesis. This research will also focus on developing new tests that have optimality properties for testing for random parameter variation. The third area involves estimation of the intercept of a semiparametric selection model. The forth area involves the estimation of nonlinear models with time trends. Research in this area will consider asymptotics for nonlinear estimators and models for data that exhibit deterministic and stochastic trends. The final area of research will focus on testing when a nuisance parameter is present only in parts of the null hypothesis.