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! ]

Robust M-Tests

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Franco Peracchi (UCLA)

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
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.

File URL: http://www.econ.ucla.edu/workingpapers/wp459.pdf
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 459.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 01 Nov 1987
Date of revision:
Handle: RePEc:cla:uclawp:459

Contact details of provider:
Web page: http://www.econ.ucla.edu/

For technical questions regarding this item, or to correct its listing, contact: (Tim Kwok).

Related research
Keywords:

Other versions of this item:

References listed on IDEAS
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.:
  1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July. [Downloadable!] (restricted)
  2. K. Newey, Whitney, 1985. "Generalized method of moments specification testing," Journal of Econometrics, Elsevier, vol. 29(3), pages 229-256, September. [Downloadable!] (restricted)
  3. Franco Peracchi, 1990. "Robust m-estimators," Econometric Reviews, Taylor and Francis Journals, vol. 9(1), pages 1-30. [Downloadable!] (restricted)
    Other versions:
  4. Newey, Whitney K, 1985. "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, Econometric Society, vol. 53(5), pages 1047-70, September. [Downloadable!] (restricted)
  5. Vuong, Quang H., 1987. "Generalized inverses and asymptotic properties of Wald tests," Economics Letters, Elsevier, vol. 24(4), pages 343-347. [Downloadable!] (restricted)
Full references

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.)

  1. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for smooth transition nonlinearity in the presence of outliers," Econometric Institute Report 56, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  2. Sunil Sapra, 2006. "Robust exogeneity tests in the presence of outliers," Economics Bulletin, Economics Bulletin, vol. 3(29), pages 1-6. [Downloadable!]
  3. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for ARCH in the presence of additive outliers," Econometric Institute Report 59, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? IDEAS indexes over 800000 items of research in Economics alone.

This page was last updated on 2009-12-9.

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.