Applying estimated score tests in econometrics

DOI10.1016/0378-3758(95)00040-2zbMath0849.62061OpenAlexW2065513209MaRDI QIDQ1918129

Denis Conniffe

Publication date: 18 July 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00040-2

zbMATH Keywords

nuisance parameterslogistic modelLagrange multiplier testWeibull modelsestimated score testexpected maximum log likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Uses Software

• nlmdl

Cites Work

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• Efficient specification tests for limited dependent variable models
• Small sample properties of alternative forms of the Lagrange multiplier test
• A general approach to Lagrange multiplier model diagnostics
• Testing for multiplicative heteroskedasticity
• Testing hypotheses with estimated scores
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Testing Linear and Log-Linear Regressions for Functional Form
• Specification Tests in Econometrics
• Econometric Methods for the Duration of Unemployment
• A Test for Normality of Observations and Regression Residuals
• Computing the distribution of quadratic forms in normal variables
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Consistent Estimates Based on Partially Consistent Observations

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