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Seminar of the “Special Guest Seminar Series” – Dante Amengual

June 17, 2022 @ 14:00 - 15:30

Welcome to the “Special Guest Seminar Series“!

The Seminar will be held on-site and online Friday 17th June 2022. 

Our guest will be Dante Amengual from CEMFI in Madrid, Spain.

The seminar will be held in Aula 205 (ex 32) (DISIA – Viale Morgagni 59). Participation on site is restricted and you need to register here https://labdisia.disia.unifi.it/reserve205/
The Seminar will be available also online. Please register here to participate online:


Title: Hypothesis tests with a repeatedly singular information matrix

Abstract: We study score-type tests in likelihood contexts in which the nullity of the information matrix under the null is larger than one, thereby
generalizing earlier results in the literature. Examples include multivariate skew-normal distributions, Hermite expansions of Gaussian copulas, purely non-linear predictive regressions, multiplicative seasonal time series models, and multivariate regression models with selectivity. Our proposal, which involves higher-order derivatives, is asymptotically equivalent to the likelihood ratio but only requires estimation under the null. We conduct extensive Monte Carlo exercises that study the finite sample size and power properties of our proposal and compare it to alternative approaches.


June 17, 2022
14:00 - 15:30
Event Category:


Florence Center For Data Science
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DiSIA, viale Morgagni 59
Viale Morgagni 59
Firenze, Italy
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