Testing and Estimation of Econometric Models

该项目包括五个方面的研究。第一种方法是用有限的参数空间来检验假设。这项研究将集中于开发具有最优性的新检验，以及似然比检验是否渐近可接受的问题。第二个领域涉及当滋扰参数仅存在于替代假设下时的假设检验。这项研究还将专注于开发具有随机参数变化测试的最优性的新测试。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具有确定性和随机性趋势的数据的非线性估计器和模型的渐近性。最后一个研究领域将集中于测试当滋扰参数仅存在于零假设的部分中时。

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.