Testing Joint Hypotheses When One of the Alternatives is One-Sided

By K. Abadir, Walter Distaso. 2007

69 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Panel Unit Root Tests in the Presence of Cross-Sectional Dependence: Finite Sample Performance and an Application (2009, unknown): “Abadir and Distaso (2007) to take advantage of the one-sided nature of the departures from the null”
A new unit root test against ESTAR based on a class of modified statistics (2008, methodology): “In general, the modified Wald test statistic of Abadir and Distaso (2007) is given by τ = ( ∂h2·1(θ) ∂θ′ ∣∣∣ θ=θ̂ (−H)−1 ∂h2·1(θ) ′ ∂θ ∣∣∣ θ=θ̂ )−1 ĥ2·1(θ̂)2 + 1(h1(θ̂) 0) ( ∂h1(θ) ∂θ′ ∣∣∣ θ=θ̂ (−H)−1 ∂h1(θ) ′ ∂θ ∣∣∣ θ=θ̂ )−1 ĥ1(θ̂)2 , with h2·1(θ) being h2·1(θ) = h2(θ)− h1(θ)v21 v11 .”