Asymptotic Expansions of the Information Matrix Test Statistic
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Publication:3353967
DOI10.2307/2938228zbMath0729.62013OpenAlexW1966387697MaRDI QIDQ3353967
Publication date: 1991
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938228
heterogeneityasymptotic expansionsEdgeworth expansionsscore testsspecification testsheteroskedasticityMonte Carlo experimentsnonnormalityCornish-Fisher expansionsmicroeconometricsinformation matrix tests
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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