Bounds for inference with nuisance parameters present only under the alternative

This publication has 29 references indexed in Scilit:

• Threshold Autoregression with a Unit Root
  Econometrica, 2001
• The non‐linear dynamics of output and unemployment in the U.S.
  Journal of Applied Econometrics, 2001
• GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
  Econometric Theory, 2000
• Asymptotic Theory of Integrated Conditional Moment Tests
  Econometrica, 1997
• The low of the iterated logarithm for empirical processes under absolute regularity
  Journal of Theoretical Probability, 1995
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
  Econometrica, 1994
• Tests for Parameter Instability and Structural Change With Unknown Change Point
  Econometrica, 1993
• Generic Uniform Convergence
  Econometric Theory, 1992
• A Consistent Conditional Moment Test of Functional Form
  Econometrica, 1990
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
  Probability Theory and Related Fields, 1990