Bilinear form test statistics for extremum estimation

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 187
Issue: C

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper develops a set of test statistics based on bilinear forms in the context of the extremum estimation framework with particular interest in nonlinear hypothesis. We show that the proposed statistic converges to a conventional chi-square limit. A Monte Carlo experiment suggests that the test statistic works well in finite samples.

Technical Details

RePEc Handle
repec:eee:ecolet:v:187:y:2020:i:c:s016517651930446x
Journal Field
General
Author Count
2
Added to Database
2026-01-25