The equality of comparable extended families of classical-type and Hausman-type statistics

DOI10.1016/S0304-4076(03)00150-7zbMath1030.62047MaRDI QIDQ1414627

Naorayex K. Dastoor

Publication date: 4 December 2003

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

zbMATH Keywords

Wald-type statisticClassical-type statisticHausman-type statisticLM-type statisticLR-type statisticScore-type statistic

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

Cites Work

• Hypothesis Testing with Efficient Method of Moments Estimation
• Invariance, Nonlinear Models, and Asymptotic Tests
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Estimation of Misspecified Models
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