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.
[ Texte complet ]


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 de recherche TSE

Econométrie et Economie Empirique