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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. 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.
  2. Dhaene, Geert & Hoorelbeke, Dirk, 2004. "The information matrix test with bootstrap-based covariance matrix estimation," Economics Letters, Elsevier, vol. 82(3), pages 341-347, March.
  3. Boldea, Otilia & Magnus, Jan R., 2009. "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1539-1549.
  4. Wanling Huang & Artem Prokhorov, 2010. "A Goodness-of-fit Test for Copulas," Working Papers 10002, Concordia University, Department of Economics, revised Apr 2010.
  5. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Papers 903, Queen's University, Department of Economics.
  6. 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 24977, European Association of Agricultural Economists.
  7. repec:ebl:ecbull:v:3:y:2008:i:5:p:1-7 is not listed on IDEAS
  8. Russell Davidson & James G. MacKinnon, 1999. "Artificial Regressions," Working Papers 978, Queen's University, Department of Economics.
  9. Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society.
  10. John Mullahy, 2011. "Multivariate Fractional Regression Estimation Of Econometric Share Models," Working Papers 201133, Geary Institute, University College Dublin.
  11. Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods and Applications, Springer, vol. 22(4), pages 535-572, November.
  12. Stomberg, Christopher & White, Halbert, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series qt158451cr, Department of Economics, UC San Diego.

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