Asymptotic Expansions of the Information Matrix Test Statistic (Q3353967)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Expansions of the Information Matrix Test Statistic |
scientific article |
Statements
Asymptotic Expansions of the Information Matrix Test Statistic (English)
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1991
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information matrix tests
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specification tests
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score tests
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asymptotic expansions
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Edgeworth expansions
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Cornish-Fisher expansions
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microeconometrics
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heterogeneity
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heteroskedasticity
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nonnormality
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Monte Carlo experiments
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