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The information matrix test : Simplified calculation via a score test interpretation

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  • Chesher, Andrew

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 13 (1983)
Issue (Month): 1 ()
Pages: 45-48

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Handle: RePEc:eee:ecolet:v:13:y:1983:i:1:p:45-48

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Web page: http://www.elsevier.com/locate/ecolet

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Cited by:
  1. repec:ebl:ecbull:v:3:y:2008:i:5:p:1-7 is not listed on IDEAS
  2. John Mullahy, 2011. "Multivariate Fractional Regression Estimation Of Econometric Share Models," Working Papers, Geary Institute, University College Dublin 201133, Geary Institute, University College Dublin.
  3. Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, University of Manchester, vol. 66(1), pages 1-26, January.
  4. Prokhorov, Artem, 2008. "A goodness-of-fit test for copulas," MPRA Paper 9998, University Library of Munich, Germany.
  5. Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper 23149, University Library of Munich, Germany.
  6. Geert Dhaene & Dirk Hoorelbeke, 2002. "The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation," Center for Economic Studies - Discussion papers, Katholieke Universiteit Leuven, Centrum voor Economische Studiën ces0211, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  7. Davidson, R. & MacKinnon & J.G., 1999. "Artificial Regressions," G.R.E.Q.A.M., Universite Aix-Marseille III 99a04, Universite Aix-Marseille III.
  8. Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1115, Economics, The University of Manchester.
  9. Angulo, Ana Maria & Gil, Jose Maria & Mur, Jesus, 2002. "Spanish Demand for Food Away From Home: A Panel Data Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain, European Association of Agricultural Economists 24977, European Association of Agricultural Economists.
  10. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-17, May.
  11. Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society.
  12. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods and Applications, Springer, Springer, vol. 22(4), pages 535-572, November.
  13. Stomberg, Christopher & White, Halbert, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego qt158451cr, Department of Economics, UC San Diego.

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