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

DOI10.1111/J.1368-423X.2005.00165.XMaRDI QIDQ3367405zbMATH OpenFDO

Authors Naorayex K. Dastoor

Publication date 24 January 2006

Published in Econometrics Journal (Search for Journal in Brave)

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)

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Cites work

• scientific article; zbMATH DE number 3373921 (Why is no real title available?)
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• Equivalence properties of the Hausman statistic based on a generalized inverse
• Generalized method of moments specification testing
• The Asymptotic Variance of Semiparametric Estimators

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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