Publication:
El comportamiento en muestras finitas de los contrastes M y de la matriz de información dinámica: simulaciones

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1989
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Facultad de Ciencias Económicas y Empresariales. Decanato
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Recientemente ha habido un desarrollo teórico sustancial de contrastes de especificación que usan estimadores de la forma del producto, exterior de la matriz de información. Entre ellos están los contrastes m y de la matriz de información dinámica. Estos contrastes tienen un rango de aplicabilidad muy extenso y son computacionalmente muy simples. Sin embargo la impresión general en la profesión es que tienen un mal comportamiento en muestras finitas. La evidencia para muestras finitas que se aporta en este trabajo es muy satisfactoria y abre un amplio campo para la investigación teórica y la aplicabilidad de los contrastes.
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Clasificación AMS: 62 P20.
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