This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
The small-sample performance of the information-matrix test Author info | Abstract | Publisher info | Download info | Related research | Statistics Orme, Chris
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 46 (1990)
Issue (Month): 3 (December)
Pages: 309-331
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:econom:v:46:y:1990:i:3:p:309-331Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Al-Samarrai, Samer & Reilly, Barry, 2006.
"Education, Employment and Earnings of Secondary School and University Leavers in Tanzania: Evidence from a Tracer Study ,"
MPRA Paper
129, University Library of Munich, Germany.
[Downloadable!]
Other versions: Teresa Aparicio, Inmaculada Villanua, 2001.
"The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 28(2), pages 167-182, February.
[Downloadable!] (restricted)
Yamagata. T., 2005.
"On Testing Sample Selection Bias under the Multicollinearity Problem ,"
Cambridge Working Papers in Economics
0522, Faculty of Economics, University of Cambridge.
[Downloadable!]
Francisco Cribari-Neto, 1996.
"On the Corrections to Information Matrix Tests ,"
Econometrics
9601001, EconWPA.
[Downloadable!]
Teodosio Perez Amaral, 1994.
"Una aplicación de los contrastes M y de la matriz de información dinámica: el caso de la demanda de dinero norteamericana 1960-1984 ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 18(1), pages 193-201, January.
[Downloadable!]
Eduardo Fé-Rodríguez & Richard Hofler, 2009.
"Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship ,"
The School of Economics Discussion Paper Series
0916, Economics, The University of Manchester.
[Downloadable!]
Lindsay M. Tedds, 2005.
"Keeping It Off The Books: An Empirical Investigation Into the Characteristics of Firms That Engage In Tax Non-Compliance ,"
Department of Economics Working Papers
2005-01, McMaster University.
[Downloadable!]
Andreea Halunga & Chris D. Orme, 2007.
"First order asymptotic theory for parametric misspecification tests of GARCH models ,"
The School of Economics Discussion Paper Series
0721, Economics, The University of Manchester.
[Downloadable!]
Other versions: Guido W Imbens, Phillip Johnson & Richard H Spady, .
"Information theoretic approaches to inference in moment condition model ,"
Economics Papers
W12., Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Other versions:
Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995.
"Information Theoretic Approaches to Inference in Moment Condition Models ,"
NBER Technical Working Papers
0186, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995.
"Information Theoretic Approaches to Inference in Moment Condition Models ,"
Harvard Institute of Economic Research Working Papers
1736, Harvard - Institute of Economic Research.
Guido W. Imbens & Richard H. Spady & Phillip Johnson, 1998.
"Information Theoretic Approaches to Inference in Moment Condition Models ,"
Econometrica ,
Econometric Society, vol. 66(2), pages 333-358, March.
Kazumitsu Nawata & Michael McAleer, 2001.
"Size Characteristics Of Tests For Sample Selection Bias: A Monte Carlo Comparison And Empirical Example ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(1), pages 105-112.
[Downloadable!] (restricted)
Owen O'Donnell, 1998.
"The Effect of Disability on Employment Allowing for Work Incapacity ,"
Studies in Economics
9813, Department of Economics, University of Kent.
[Downloadable!]
Tedds, Lindsay, 2007.
"Keeping it off the Books: An Empirical Investigation of Firms that Engage in Tax Evasion ,"
MPRA Paper
4213, University Library of Munich, Germany.
[Downloadable!]
Christopher Stomberg & Halbert White, 2000.
"Bootstrapping the Information Matrix Test ,"
University of California at San Diego, Economics Working Paper Series
2000-04, Department of Economics, UC San Diego.
[Downloadable!]
Russell Davidson & James G. MacKinnon, 1987.
"Testing for Consistency using Artificial Regressions ,"
Working Papers
687, Queen's University, Department of Economics.
[Downloadable!]
Dirk Hoorelbeke, 2004.
"Bootstrap correcting the score test ,"
Econometric Society 2004 North American Summer Meetings
228, Econometric Society.
[Downloadable!]
Lechner, Michael, .
"An Evaluation of Public Sector Sponsored Continuous Vocational Training Programs in East Germany ,"
IVS discussion paper series
539, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim.
[Downloadable!]
Other versions: George Neumann, 1996.
"Search Models and Duration Data ,"
Econometrics
9602008, EconWPA, revised 07 Mar 1996.
[Downloadable!]
Michael Lechner & Martin Eichler, 1999.
"An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt ,"
IZA Discussion Papers
94, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:
Eichler, Martin & Lechner, Michael, .
"An Evatuation of Public Employment Programms in the East German State of Sachsen-Anhalt ,"
IVS discussion paper series
560, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim.
Eichler, Martin & Lechner, Michael, 2002.
"An evaluation of public employment programmes in the East German State of Sachsen-Anhalt ,"
Labour Economics ,
Elsevier, vol. 9(2), pages 143-186, April.
[Downloadable!] (restricted) E Fe-Rodriguez & C D Orme, 2005.
"The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics ,"
The School of Economics Discussion Paper Series
0504, Economics, The University of Manchester.
[Downloadable!]
Daisuke Nagakura, 2008.
"A note on the relationship between the information matrx test and a score test for parameter constancy ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(5), pages 1-7.
[Downloadable!]
Access and
download statistics Did you know? Springer Verlag was the first commercial publisher to be listed on RePEc .
This page was last updated on 2009-11-13.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .