A DIAGNOSTIC-TEST WITHOUT NUMERICAL-INTEGRATION

Authors
AI CR CASSOU SP
Citation
Cr. Ai et Sp. Cassou, A DIAGNOSTIC-TEST WITHOUT NUMERICAL-INTEGRATION, Economics letters, 42(2-3), 1993, pp. 129-132
Citations number
6
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
42
Issue
2-3
Year of publication
1993
Pages
129 - 132
Database
ISI
SICI code
0165-1765(1993)42:2-3<129:ADWN>2.0.ZU;2-2
Abstract
This paper describes a testing procedure for non-nested hypotheses for models requiring high-dimensional integration. Independent and unbias ed simulators replace the integrals. The procedure is computationally simple and is not influenced by the asymptotic distribution of the par ameter estimates.