Duration response measurement error

DOI10.1016/S0304-4076(02)00103-3zbMath1020.62119OpenAlexW2135037549MaRDI QIDQ1867738

Montezuma Dumangane, Andrew Chesher, Richard J. Smith

Publication date: 2 April 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(02)00103-3

zbMATH Keywords

invarianceapproximationsmeasurement errorduration analysissecond order asymptoticsinformation matrix tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Understanding the effect of measurement error on quantile regressions ⋮ Treatment effect estimation with covariate measurement error ⋮ Duration response measurement error

Uses Software

• Mathematica
• SAS

Cites Work

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• Small sample properties of alternative forms of the Lagrange multiplier test
• Duration response measurement error
• Asymptotic Expansions of the Information Matrix Test Statistic
• The effect of measurement error
• Testing for Neglected Heterogeneity
• An asymptotic expansion for the null distribution of the efficient score statistic
• On the Formulation of Wald Tests of Nonlinear Restrictions
• A New Form of the Information Matrix Test
• Likelihood Ratio Specification Tests
• Maximum Likelihood Estimation of Misspecified Models

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