Specification testing when score test statistics are identically zero

DOI10.1016/0304-4076(86)90045-XzbMATH Open0615.62146MaRDI QIDQ1820541FDOQ1820541

Authors: Lung-fei Lee, Andrew Chesher 

Publication date: 1986

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

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• scientific article; zbMATH DE number 3930202

zbMATH Keywords

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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Cited In (20)

• Is a Normal Copula the Right Copula?
• Skew-symmetric distributions and Fisher information: the double sin of the skew-normal
• Specification testing with estimated variables
• Identification-robust moment-based tests for Markov switching in autoregressive models
• GMM estimation and uniform subvector inference with possible identification failure
• Inference in second-order identified models
• Efficiency bounds for semiparametric models with singular score functions
• Analysis of time series subject to changes in regime
• Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
• Singularity structures and impacts on parameter estimation in finite mixtures of distributions
• SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
• Confidence regions near singular information and boundary points with applications to mixed models
• LM Test of Neglected Correlated Random Effects and Its Application
• Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
• Specification testing for conditional moment restrictions under local identification failure
• Neglected heterogeneity in moment condition models
• Misspecified structural change, threshold, and Markov-switching models.
• An LM test based on generalized residuals for random effects in a nonlinear model
• The score test for the two‐sample occupancy model
• Maximum likelihood estimation of stochastic frontier models with endogeneity

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