Pages that link to "Item:Q3353967"

The following pages link to Asymptotic Expansions of the Information Matrix Test Statistic (Q3353967):

Displaying 32 items.

• A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
• The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
• Simulated conditional moment tests (Q672615) (← links)
• The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
• Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons (Q1362029) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
• Specification tests based on MCMC output (Q1792489) (← links)
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
• Duration response measurement error (Q1867738) (← links)
• The information matrix test with bootstrap-based covariance matrix estimation (Q1927438) (← links)
• Corrected score tests for exponential censored data (Q1962133) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• Test of misspecification with application to negative binomial distribution (Q2255914) (← links)
• Testing the information matrix equality with robust estimators (Q2499099) (← links)
• Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗ (Q2747234) (← links)
• NEYMAN’S C(<i>α</i>) TEST FOR UNOBSERVED HETEROGENEITY (Q2981823) (← links)
• The information matrix test in the linear regression with ARMA errors (Q3598368) (← links)
• Computer algebra in probability and statistics (Q4036290) (← links)
• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
• A comparison of tests for overdispersion in generalized linear models (Q4349751) (← links)
• On the corrections to information matrix tests (Q4355143) (← links)
• Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models (Q4355145) (← links)
• Asymptotic expansions and the reliability of tests in accelerated failure time models (Q4493691) (← links)
• A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests (Q4613928) (← links)
• A Goodness-of-fit Test for Copulas (Q5080467) (← links)
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357) (← links)
• On Testing Sample Selection Bias Under the Multicollinearity Problem (Q5719303) (← links)
• A goodness-of-fit test for regular vine copula models (Q5860906) (← links)
• A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)
• Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)
• On improving the robustness and reliability of Rao's score test (Q5943799) (← links)