The Information Matrix Test for the Linear Model
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Publication:3799533
DOI10.2307/2297515zbMath0653.62079MaRDI QIDQ3799533
Publication date: 1987
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/269193
quadratic forms; serial correlation; skewness; residuals; information matrix test; test for heteroscedasticity; non-normal kurtosis; normal fixed regressor linear model; test of misspecification
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
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