Score tests for zero covariances in recursive linear models for grouped or censored data

DOI10.1016/0304-4076(85)90002-8zbMath0581.62098OpenAlexW2067516436MaRDI QIDQ1067740

Andrew Chesher

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90002-8

zbMATH Keywords

grouped datacensored dataresidualsinformation matrix testerror covariancesimultaneous equations systemcorrelated random parameter variationnormal linear recursive modelscore test statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items

Residual analysis in the grouped and censored normal linear model ⋮ Exogeneity tests in a truncated structural equation

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