Testing the IM-equality with robust estimators
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Bibliographic InfoPaper provided by Katholieke Universiteit Leuven in its series Open Access publications from Katholieke Universiteit Leuven with number urn:hdl:123456789/121560.
Date of creation: 2003
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- Russell Davidson & James G. MacKinnon, 1994.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
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- Horowitz, Joel L., 1994. "Bootstrap-based critical values for the information matrix test," Journal of Econometrics, Elsevier, vol. 61(2), pages 395-411, April.
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- Hall, A.R., 1984.
"The Information Matrix Test for the Linear Model,"
The Warwick Economics Research Paper Series (TWERPS)
250, University of Warwick, Department of Economics.
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