collaborators

1 paper

econ.EM2025

Mixed LR--type tests for irregular hypotheses, general criterion functions and misspecified models

Jean-Marie Dufour, Purevdorj Tuvaandorj

This paper introduces a likelihood ratio (LR)-type test that possesses the robustness properties of \(C(α)\)-type procedures in an extremum estimation setting. The test statistic i…