The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
From MaRDI portal
Publication:4540843
DOI10.1080/02664760020016082zbMath1053.62514OpenAlexW1968256071MaRDI QIDQ4540843
Inmaculada Villanúa, Teresa Aparicio
Publication date: 28 July 2002
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760020016082
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Diagnostic testing and evaluation of maximum likelihood models
- Estimation in truncated samples when there is heteroscedasticity
- A comparison of the power of some tests for conditional heteroscedasticity
- The Covariance Matrix of the Information Matrix Test
- An Investigation of the Robustness of the Tobit Estimator to Non-Normality
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Specification Tests in Econometrics
- Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models
- Goodness-of-fit measures in binary choice models1
- An Efficient Semiparametric Estimator for Binary Response Models
- Maximum Likelihood Estimation of Misspecified Models
This page was built for publication: The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power
