On the arbitrariness of some asymptotic test statistics based on generalized inverses

DOI10.1111/J.1368-423X.2005.00165.XzbMATH Open1078.62059MaRDI QIDQ3367405FDOQ3367405

Authors: Naorayex K. Dastoor 

Publication date: 24 January 2006

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

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zbMATH Keywords

reflexive \(g\)-inverseinvariant statisticnonsingular \(g\)-inversescore-type statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Theory of matrix inversion and generalized inverses (15A09)

Cites Work

• Generalized method of moments specification testing
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• The Asymptotic Variance of Semiparametric Estimators
• Title not available (Why is that?)
• Equivalence properties of the Hausman statistic based on a generalized inverse

Cited In (3)

• Equivalence properties of the Hausman statistic based on a generalized inverse
• Generalized inverses and asymptotic properties of Wald tests
• Invariant tests based onM-estimators, estimating functions, and the generalized method of moments

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