-
1
-
-
0040963848
-
A Bartlett Adjustment to the Likelihood Ratio Test for a System of Equations
-
ATTFIELD, C. L. F. (1995): "A Bartlett Adjustment to the Likelihood Ratio Test for a System of Equations," Journal of Econometrics, 66, 207-223.
-
(1995)
Journal of Econometrics
, vol.66
, pp. 207-223
-
-
Attfield, C.L.F.1
-
4
-
-
0004221714
-
-
London: Chapman and Hall
-
_ (1994): Inference and Asymptotics. London: Chapman and Hall.
-
(1994)
Inference and Asymptotics
-
-
-
5
-
-
0001615702
-
On the Level-Error after Bartlett Adjustment of the Likelihood Ratio Statistic
-
BARNDORFF-NIELSEN, O. E., AND P. HALL (1988): "On the Level-Error after Bartlett Adjustment of the Likelihood Ratio Statistic," Biometrika, 75, 374-378.
-
(1988)
Biometrika
, vol.75
, pp. 374-378
-
-
Barndorff-Nielsen, O.E.1
Hall, P.2
-
6
-
-
84929837036
-
Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
-
BERAN, R. (1988): "Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements," Journal of the American Statistical Association, 83, 687-697.
-
(1988)
Journal of the American Statistical Association
, vol.83
, pp. 687-697
-
-
Beran, R.1
-
7
-
-
0001211603
-
Estimation and Inference in Nonlinear Structural Models
-
BERNDT, E. R., B. H. HALL, R. E. HALL, AND J. A. HAUSMAN (1974): "Estimation and Inference in Nonlinear Structural Models," Annals of Economic and Social Measurement, 3, 653-665.
-
(1974)
Annals of Economic and Social Measurement
, vol.3
, pp. 653-665
-
-
Berndt, E.R.1
Hall, B.H.2
Hall, R.E.3
Hausman, J.A.4
-
8
-
-
0000931301
-
On the Validity of the Formal Edgeworth Expansion
-
BHATTACHARYA, R. N., AND J. K. GHOSH (1978): "On the Validity of the Formal Edgeworth Expansion," Annals of Statistics, 6, 434-451.
-
(1978)
Annals of Statistics
, vol.6
, pp. 434-451
-
-
Bhattacharya, R.N.1
Ghosh, J.K.2
-
9
-
-
84986409852
-
Econometric Models Based on Count Data: Comparisons and Applications of some Estimators and Tests
-
CAMERON, A. C., AND P. K. TRIVEDI (1986): "Econometric Models Based on Count Data: Comparisons and Applications of some Estimators and Tests," Journal of Applied Econometrics, 1, 29-53.
-
(1986)
Journal of Applied Econometrics
, vol.1
, pp. 29-53
-
-
Cameron, A.C.1
Trivedi, P.K.2
-
10
-
-
0002242942
-
Valid Asymptotic Expansions for the Likelihood Ratio and Other Perturbed Chi-square Variables
-
CHANDRA, T. P., AND J. K. GHOSH (1979): "Valid Asymptotic Expansions for the Likelihood Ratio and Other Perturbed Chi-square Variables," Sankhya A, 41, 22-47.
-
(1979)
Sankhya A
, vol.41
, pp. 22-47
-
-
Chandra, T.P.1
Ghosh, J.K.2
-
11
-
-
0021565205
-
Testing for Neglected Heterogeneity
-
CHESHER, A. D. (1984): "Testing for Neglected Heterogeneity," Econometrica, 52, 865-872.
-
(1984)
Econometrica
, vol.52
, pp. 865-872
-
-
Chesher, A.D.1
-
12
-
-
0002621661
-
Residual Analysis in the Grouped and Censored Normal Linear Model
-
CHESHER, A. D., AND M. J. IRISH (1987): "Residual Analysis in the Grouped and Censored Normal Linear Model," Journal of Econometrics, 34, 33-61.
-
(1987)
Journal of Econometrics
, vol.34
, pp. 33-61
-
-
Chesher, A.D.1
Irish, M.J.2
-
14
-
-
0347895994
-
Bartlett Corrections to Likelihood Ratio Statistics
-
_ (1995): "Bartlett Corrections to Likelihood Ratio Statistics," Biometrika, 82, 433-436.
-
(1995)
Biometrika
, vol.82
, pp. 433-436
-
-
-
15
-
-
0001087568
-
Asymptotic Expansions of the Information Matrix Test
-
CHESHER, A. D., AND R. H. SPADY (1991): "Asymptotic Expansions of the Information Matrix Test," Econometrica, 59, 787-816.
-
(1991)
Econometrica
, vol.59
, pp. 787-816
-
-
Chesher, A.D.1
Spady, R.H.2
-
16
-
-
0001459490
-
On the Corrections to the Likelihood Ratio Statistic
-
CORDEIRO, G. M. (1987): "On the Corrections to the Likelihood Ratio Statistic," Biometrika, 74, 265-274.
-
(1987)
Biometrika
, vol.74
, pp. 265-274
-
-
Cordeiro, G.M.1
-
17
-
-
0000865420
-
Some Remarks on Overdispersion
-
COX, D. R. (1983): "Some Remarks on Overdispersion," Biometrika, 70, 269-274.
-
(1983)
Biometrika
, vol.70
, pp. 269-274
-
-
Cox, D.R.1
-
20
-
-
0040248341
-
Proportionality of Covariance Matrices
-
ERIKSEN, P. S. (1987): "Proportionality of Covariance Matrices," Annals of Statistics, 15, 732-748.
-
(1987)
Annals of Statistics
, vol.15
, pp. 732-748
-
-
Eriksen, P.S.1
-
21
-
-
0002627325
-
Generalised Residuals
-
GOURIÉROUX, C., A. MONFORT, E. RENAULT, AND A. TROGNON (1987): "Generalised Residuals," Journal of Econometrics, 34, 5-32.
-
(1987)
Journal of Econometrics
, vol.34
, pp. 5-32
-
-
Gouriéroux, C.1
Monfort, A.2
Renault, E.3
Trognon, A.4
-
23
-
-
0012464542
-
A Note on Bartlett Adjustments to Likelihood Ratio Tests
-
HARRIS, P. (1986): "A Note on Bartlett Adjustments to Likelihood Ratio Tests," Biometrika, 73, 735-737.
-
(1986)
Biometrika
, vol.73
, pp. 735-737
-
-
Harris, P.1
-
24
-
-
0016705681
-
The Likelihood Ratio Criterion for a Composite Hypothesis under a Local Alternative
-
HAYAKAWA, T. (1975): "The Likelihood Ratio Criterion for a Composite Hypothesis Under a Local Alternative," Biometrika, 62, 451-460.
-
(1975)
Biometrika
, vol.62
, pp. 451-460
-
-
Hayakawa, T.1
-
25
-
-
51249184521
-
The Likelihood Ratio Criterion and the Asymptotic Expansion of Its Distribution
-
_ (1977): "The Likelihood Ratio Criterion and the Asymptotic Expansion of Its Distribution," Annals of the Institute of Statistical Mathematics, A, 29, 359-378.
-
(1977)
Annals of the Institute of Statistical Mathematics, A
, vol.29
, pp. 359-378
-
-
-
26
-
-
0347265627
-
Performance of Bartlett Adjustment for Certain Likelihood Ratio Tests
-
HOLLAS, E. A. (1991): "Performance of Bartlett Adjustment for Certain Likelihood Ratio Tests," Communications in Statistics - Simulation, 20, 449-462.
-
(1991)
Communications in Statistics - Simulation
, vol.20
, pp. 449-462
-
-
Hollas, E.A.1
-
27
-
-
0001070399
-
Bootstrap based Critical Values for the Information Matrix Test
-
HOROWITZ, J. L. (1994): "Bootstrap based Critical Values for the Information Matrix Test," Journal of Econometrics, 61, 395-411.
-
(1994)
Journal of Econometrics
, vol.61
, pp. 395-411
-
-
Horowitz, J.L.1
-
29
-
-
0021569698
-
Local Asymptotic Misspecification Analysis
-
KIEFER, N. M., AND G. R. SKOOG (1984): "Local Asymptotic Misspecification Analysis," Econometrica, 52, 873-886.
-
(1984)
Econometrica
, vol.52
, pp. 873-886
-
-
Kiefer, N.M.1
Skoog, G.R.2
-
30
-
-
0347895997
-
An Information Theoretic Alternative to Generalized Method of Moments Estimation
-
Tokyo, Japan
-
KITAMURA, Y., AND M. STUTZER (1995): "An Information Theoretic Alternative to Generalized Method of Moments Estimation," presented at the 7th World Congress of the Econometric Society, Tokyo, Japan.
-
(1995)
7th World Congress of the Econometric Society
-
-
Kitamura, Y.1
Stutzer, M.2
-
34
-
-
0007280577
-
Bartlett Adjustments for Structured Covariances
-
MØLLER, J. (1986): "Bartlett Adjustments for Structured Covariances," Scandinavian Journal of Statistics, 13, 1-15.
-
(1986)
Scandinavian Journal of Statistics
, vol.13
, pp. 1-15
-
-
Møller, J.1
-
35
-
-
0004332272
-
-
Oxford: The Numerical Algorithms Group Limited
-
NAG (1993): The NAG Fortran Library Manual, Mark 16. Oxford: The Numerical Algorithms Group Limited.
-
(1993)
The NAG Fortran Library Manual, Mark 16
-
-
-
36
-
-
0000183696
-
Maximum Likelihood Specification Testing and Conditional Moment Tests
-
NEWEY, W. K. (1985): "Maximum Likelihood Specification Testing and Conditional Moment Tests," Econometrica, 53, 1047-1070.
-
(1985)
Econometrica
, vol.53
, pp. 1047-1070
-
-
Newey, W.K.1
-
38
-
-
0347609095
-
Empirical Likelihood and General Estimating Equations
-
QIN, J., AND J. LAWLESS (1994): "Empirical Likelihood and General Estimating Equations," Annals of Statistics, 22, 300-325.
-
(1994)
Annals of Statistics
, vol.22
, pp. 300-325
-
-
Qin, J.1
Lawless, J.2
-
41
-
-
0002644952
-
Maximum Likelihood Estimation of Misspecified Models
-
WHITE, H. (1982): "Maximum Likelihood Estimation of Misspecified Models," Econometrica, 50, 1-25.
-
(1982)
Econometrica
, vol.50
, pp. 1-25
-
-
White, H.1
|