Asymptotic Expansions of the Information Matrix Test Statistic (Q3353967)
From MaRDI portal
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)
0 references
1991
0 references
information matrix tests
0 references
specification tests
0 references
score tests
0 references
asymptotic expansions
0 references
Edgeworth expansions
0 references
Cornish-Fisher expansions
0 references
microeconometrics
0 references
heterogeneity
0 references
heteroskedasticity
0 references
nonnormality
0 references
Monte Carlo experiments
0 references
