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RAO's Score Test in Econometrics

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  • Bera, A.K.

    (Tilburg University, Center For Economic Research)

  • Ullah, A.

    (Tilburg University, Center For Economic Research)

Abstract

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Suggested Citation

  • Bera, A.K. & Ullah, A., 1991. "RAO's Score Test in Econometrics," Discussion Paper 1991-43, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:667d7827-c9d6-4f00-8183-6fd9738fed51
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    References listed on IDEAS

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    1. Bera, A.K. & Lee, S., 1991. "Information matrix test, parameter heterogeneity and arch : A synthesis," Discussion Paper 1991-54, Tilburg University, Center for Economic Research.
    2. Berndt, Ernst R & Savin, N Eugene, 1977. "Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model," Econometrica, Econometric Society, vol. 45(5), pages 1263-1277, July.
    3. Conniffe, Denis, 1988. "Obtaining Expected Maximum Log Likelihood Estimators," Papers ME176, Economic and Social Research Institute (ESRI).
    4. Magee, Lonnie, 1987. "Approximating the Approximate Slopes of LR, W, and LM Test Statistics," Econometric Theory, Cambridge University Press, vol. 3(2), pages 247-271, April.
    5. Bera, Anil K & Robinson, Peter M, 1989. "Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 343-352, July.
    6. Adrian R Pagan & Anthony D Hall, 1983. "Diagnostic tests as residual analysis," Published Paper Series 1983-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    7. Ullah, Aman & Zinde-Walsh, Victoria, 1984. "On the Robustness of LM, LR, and W Tests in Regression Models," Econometrica, Econometric Society, vol. 52(4), pages 1055-1066, July.
    8. Bera, Anil K., 1982. "A new test for normality," Economics Letters, Elsevier, vol. 9(3), pages 263-268.
    9. Russell Davidson, 1990. "The Geometry of the Wald Test," Working Paper 800, Economics Department, Queen's University.
    10. Godfrey, L G, 1981. "On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis," Econometrica, Econometric Society, vol. 49(6), pages 1443-1455, November.
    11. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
    12. Lee, Lung-Fei & Maddala, G S, 1985. "The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedaticity, and Non-normality in the Tobit Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 1-20, February.
    13. Conniffe, Denis, 1986. "Likelihood and Estimation," Papers ME174, Economic and Social Research Institute (ESRI).
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    Cited by:

    1. Samarjit Das & Nityananda Sarkar, 2010. "Is the relative risk aversion parameter constant over time? A multi-country study," Empirical Economics, Springer, vol. 38(3), pages 605-617, June.
    2. Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.

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