Asymptotic Expansions of the Information Matrix Test Statistic (Q3353967)

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scientific article; zbMATH DE number 4205614
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    Asymptotic Expansions of the Information Matrix Test Statistic
    scientific article; zbMATH DE number 4205614

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      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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