Publication Type

Working Paper

Version

publishedVersion

Publication Date

6-2003

Abstract

This paper studies the general problem of making inferences for a set of parameters ? in the presence of another set of (nuisance) parameters λ, based on the statistic T(y; ˆλ, θ), where y = {y1, y2, · · · , yn} represents the data, ˆλ is an estimator of λ and the limiting distribution of T(y; λ, θ) is known. We provide general methods for finding the limiting distributions of T(y; ˆλ, θ) when ˆλ is either a constrained estimator (given θ) or an unconstrained estimator. The methods will facilitate hypothesis testing as well as confidence-interval construction. We also extend the results to the cases where inferences may concern a general function of all parameters (θ and λ) and/or some weakly exogenous variables. Applications of the theories to testing serial correlation in regression models and confidence-interval construction in Box-Cox regressions are given.

Keywords

Analytical correction, asymptotic independence, classical inference, limiting distribution, nuisance parameter

Discipline

Econometrics

Research Areas

Econometrics

Volume

13-2003

First Page

1

Last Page

15

Publisher

SMU Economics and Statistics Working Paper Series, No. 1032003

City or Country

Singapore

Copyright Owner and License

Authors

Included in

Econometrics Commons

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