The information matrix test

Author:

Chesher Andrew

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference5 articles.

1. Testing for neglected heterogeneity;Chesher,1982

2. The Information Matrix test, extensions and omnibus tests of specification;Chesher,1983

3. Theoretical statistics;Cox,1974

4. Maximum likelihood estimation of misspecified models;White;Econometrica,1982

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