This paper considers classical hypothesis testing in the maximum likelihood (ML) and generalized method of moments (GMM) frameworks, where components of unconstrained (and constrained) estimates of a model may have various rates of convergence and their limiting distributions are asymptotically normally distributed. Sufficient conditions are established under which the likelihood ratio, efficie...

Author Contact: Lauren Dong, Statistics Canada; e-mail: [email protected]; FAX: (613) 951-3292 Abstract In this paper we derive an empirical likelihood type Wald (ELW)test for the problem testing for structural change in a linear regression model when the variance of error term is not known to be equal across regimes. The sampling properties of the ELW test are analyzed using Monte Carlo ...

This year marks the 30th anniversary of Defense Planning Guidance, which largely shaped U.S. government’s national security approach at end previous century and start current one. Although it was not adopted as policy, ideas embodied in formed basis a number American defense foreign policy decisions. The plan is also known Wolfowitz Doctrine, after its chief architect, neoconservative former US...