# Bootstrap correcting the score test

## Author

## Abstract

## Suggested Citation

**Bootstrap correcting the score test**," Econometric Society 2004 North American Summer Meetings 228, Econometric Society.

*RePEc:ecm:nasm04:228*

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## References listed on IDEAS

- Orme, Chris, 1990.
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**The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation**," Working Papers Department of Economics ces0211, KU Leuven, Faculty of Economics and Business, Department of Economics.

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**Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test**," Working Papers 439, Queen's University, Department of Economics.

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**A New Form of the Information Matrix Test**," Econometrica, Econometric Society, vol. 60(1), pages 145-157, January.- Russell Davidson & James G. MacKinnon, 1988.
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**A New Form of the Information Matrix Test**," Working Papers 724, Queen's University, Department of Economics.

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## More about this item

### Keywords

bootstrap; score test;### JEL classification:

**C12**- Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General**C15**- Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

### NEP fields

This paper has been announced in the following NEP Reports:- NEP-ALL-2006-06-03 (All new papers)
- NEP-ECM-2006-06-03 (Econometrics)

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