On improving the robustness and reliability of Rao's score test (Q5943799): Difference between revisions

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+Robustness to nonnormality of regression \(F\)-tests
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Tests for the error component model in the presence of local misspecification
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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+On the validity of the formal Edgeworth expansion
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+On moment conditions for valid formal Edgeworth expansions
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+Useful invariance results for generalized regression models
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+Testing for Neglected Heterogeneity
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+The Bias of a Heteroskedasticity Consistent Covariance Matrix Estimator
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+Asymptotic Expansions of the Information Matrix Test Statistic
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+Diagnostics for heteroscedasticity in regression
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+A modified score test statistic having chi-squared distribution to order <i>n</i><sup>−1</sup>
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+Q4272828
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+Q4725475
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+On bartlett and bartlett-type corrections francisco cribari-neto
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+On the corrections to information matrix tests
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+An improved lagrange multiplier test for heteroskedasticity
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+Second order asymptotics for score tests in generalised linear models
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+Small sample properties of alternative forms of the Lagrange multiplier test
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+Model Specification Tests Based on Artificial Linear Regressions
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+Implicit Alternatives and the Local Power of Test Statistics
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+Specification Tests Based on Artificial Regressions
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+A New Form of the Information Matrix Test
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+Q4802629
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+THE SIZE DISTORTION OF BOOTSTRAP TESTS
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+The power of bootstrap and asymptotic tests
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+Bootstrap methods: another look at the jackknife
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+Q4318617
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+Q3703164
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+Matrix formulae for computing improved score tests
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+Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power
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+Misspecification tests and their uses in econometrics
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+Some results on the Glejser and Koenker tests for heteroskedasticity
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+Testing for skewness of regression disturbances
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+The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
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+On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
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+Checks of model adequacy for univariate time series models and their application to econometric relationships
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+A simple derivation of the limited information maximum likelihood estimator
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+Pseudo Maximum Likelihood Methods: Theory
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+Pseudo Maximum Likelihood Methods: Applications to Poisson Models
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+The bootstrap and Edgeworth expansion
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes
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+An asymptotic expansion for the null distribution of the efficient score statistic
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+A heteroscedasticity-consistent covariance matrix estimator for time series regressions
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+A bootstrap based on the estimating equations of the linear model
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+Robust Statistics
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+Joint and separate score tests for state dependence and unobserved heterogeneity
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+Econometrics
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+Q3945384
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+A note on Studentizing a test for heteroscedasticity
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+The Covariance Matrix of the Information Matrix Test
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+Q4869555
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+Bootstrapping time series models
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+Bootstrap procedures under some non-i.i.d. models
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+Glejser's test revisited
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Q3288487
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+Simulated conditional moment tests
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+Asymptotic expansions and the reliability of tests in accelerated failure time models
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+Two Stage and Related Estimators and Their Applications
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+Q5791397
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+Comparison of Bartlett-type adjustments for the efficient score statistic
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+Efficient Estimation of Simultaneous Equation Systems
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+Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
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+Third-order asymptotic properties of a class of test statistics under a local alternative
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+Diagnostic testing and evaluation of maximum likelihood models
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+The size bias of White's information matrix test
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+Canonical ridge and econometrics of joint production
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+Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
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+Maximum Likelihood Estimation of Misspecified Models
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+Maximum Likelihood Estimation of Misspecified Models
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+Q4869532
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+Jackknife, bootstrap and other resampling methods in regression analysis
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+Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
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