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THE ET INTERVIEW: PROFESSOR MAX KING

Part of: ET Interviews

Published online by Cambridge University Press:  08 May 2018

Jiti Gao  and
Brett Inder
Jiti Gao
Affiliation:
Monash University
Brett Inder
Affiliation:
Monash University
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Abstract

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Type
ET INTERVIEW
Information
Econometric Theory , Volume 35 , Issue 1 , February 2019 , pp. 1 - 36
Copyright
Copyright © Cambridge University Press 2018 

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References

REFERENCES

Ara, I. & King, M.L. (1993) Marginal likelihood based tests of regression disturbances. Unpublished paper, Monash University.Google Scholar
Durbin, J. & Watson, G.S. (1971) Testing for serial correlation in least squares regression III. Biometrika 58, 1–19.Google Scholar
Elliott, G., Müller, U.K., & Watson, M.K. (2015) Nearly optimal tests when a nuisance parameter is present under the null hypothesis. Econometrica 83, 771–811.CrossRefGoogle Scholar
Elliott, G., Rothenberg, T.J., & Stock, J.H. (1996) Efficient tests for an autoregressive unit root. Econometrica 64, 813–836.CrossRefGoogle Scholar
Hyndman, R. (1996) Computing and graphing highest density regions. The American Statistician 50, 120–126.Google Scholar
Lehmann, E.L. (1959) Testing Statistical Significance. John Wiley.Google Scholar