Communication à un séminaire :

Pascal Lavergne (TSE-GREMAQ), « Model equivalence tests in a parametric framework », Econometrics Seminar, TSE, Toulouse, 23 novembre 2010, 15:30-17:00, salle MF 323.
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Résumé

Empirical researchers commonly want to assess the validity of restrictions on parameters, appearing as an economic hypothesis, a consequence of economic theory, or an econometric modeling assumption. I propose a new theoretical framework to assess the approximate validity of multivariate restrictions in parametric models. I construct tests that are locally asymptotically maximin and locally asymptotically uniformly most powerful invariant. The tests are applied to three different empirical problems.

Groupe thématique TSE

Econométrie et Economie Empirique