메뉴 건너뛰기




Volumn 82, Issue 3, 2004, Pages 341-347

The information matrix test with bootstrap-based covariance matrix estimation

Author keywords

Information matrix test; Parametric bootstrap

Indexed keywords


EID: 0842346905     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2003.09.002     Document Type: Article
Times cited : (16)

References (12)
  • 1
    • 0002094662 scopus 로고
    • The information matrix test: Simplified calculation via a score test interpretation
    • Chesher A. The information matrix test: simplified calculation via a score test interpretation Economics Letters 13 1983 45-48
    • (1983) Economics Letters , vol.13 , pp. 45-48
    • Chesher, A.1
  • 2
    • 0001087568 scopus 로고
    • Asymptotic expansions of the information matrix test statistic
    • Chesher A. Spady R. Asymptotic expansions of the information matrix test statistic Econometrica 59 1991 787-815
    • (1991) Econometrica , vol.59 , pp. 787-815
    • Chesher, A.1    Spady, R.2
  • 3
    • 0000495986 scopus 로고
    • A new form of the information matrix test
    • Davidson R. MacKinnon J.G. A new form of the information matrix test Econometrica 60 1992 145-157
    • (1992) Econometrica , vol.60 , pp. 145-157
    • Davidson, R.1    MacKinnon, J.G.2
  • 4
    • 0002203478 scopus 로고    scopus 로고
    • Graphical methods for investigating the size and power of hypothesis tests
    • Davidson R. MacKinnon J.G. Graphical methods for investigating the size and power of hypothesis tests The Manchester School 66 1998 1-26
    • (1998) The Manchester School , vol.66 , pp. 1-26
    • Davidson, R.1    MacKinnon, J.G.2
  • 5
    • 84959808257 scopus 로고
    • The information matrix test for the linear model
    • Hall A. The information matrix test for the linear model The Review of Economic Studies 54 1987 257-263
    • (1987) The Review of Economic Studies , vol.54 , pp. 257-263
    • Hall, A.1
  • 6
    • 0001070399 scopus 로고
    • Bootstrap-based critical values for the information matrix test
    • Horowitz J.L. Bootstrap-based critical values for the information matrix test Journal of Econometrics 61 1994 395-411
    • (1994) Journal of Econometrics , vol.61 , pp. 395-411
    • Horowitz, J.L.1
  • 7
    • 0001115819 scopus 로고
    • The covariance matrix of the information matrix test
    • Lancaster T. The covariance matrix of the information matrix test Econometrica 52 1984 1051-1053
    • (1984) Econometrica , vol.52 , pp. 1051-1053
    • Lancaster, T.1
  • 8
    • 84981434539 scopus 로고
    • The calculation of the information matrix test for binary data models
    • Orme C. The calculation of the information matrix test for binary data models The Manchester School 56 1988 370-376
    • (1988) The Manchester School , vol.56 , pp. 370-376
    • Orme, C.1
  • 9
    • 38249016359 scopus 로고
    • The small-sample performance of the information-matrix test
    • Orme C. The small-sample performance of the information-matrix test Journal of Econometrics 46 1990 309-331
    • (1990) Journal of Econometrics , vol.46 , pp. 309-331
    • Orme, C.1
  • 10
    • 0043107898 scopus 로고
    • Simulated conditional moment tests
    • Orme C. Simulated conditional moment tests Economics Letters 49 1995 239-245
    • (1995) Economics Letters , vol.49 , pp. 239-245
    • Orme, C.1
  • 11
    • 38249037020 scopus 로고
    • The size bias of the information matrix test
    • Taylor L.W. The size bias of the information matrix test Economics Letters 24 1987 63-67
    • (1987) Economics Letters , vol.24 , pp. 63-67
    • Taylor, L.W.1
  • 12
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White H. Maximum likelihood estimation of misspecified models Econometrica 50 1982 1-26
    • (1982) Econometrica , vol.50 , pp. 1-26
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.