Test of misspecification with application to negative binomial distribution
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References listed on IDEAS
- Taylor, Larry W., 1987. "The size bias of White's information matrix test," Economics Letters, Elsevier, vol. 24(1), pages 63-67.
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More about this item
KeywordsBartlett’s First Identity; Information matrix test; Empirical distribution tests; Discrete distributions; Orthogonal parameters; Monte Carlo simulation; Bootstrap; Biased-corrected accelerated;
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