Specification testing when score test statistics are identically zero

DOI10.1016/0304-4076(86)90045-XzbMath0615.62146MaRDI QIDQ1820541

Andrew Chesher, Lung-fei Lee

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testasymptotic efficiencyWald testspecification testingLagrange multiplier testC(alpha) testgeneralized efficient score testidentically zero score test statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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