On the arbitrariness of some asymptotic test statistics based on generalized inverses

DOI10.1111/J.1368-423X.2005.00165.XzbMath1078.62059MaRDI QIDQ3367405

Naorayex K. Dastoor

Publication date: 24 January 2006

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

zbMATH Keywords

reflexive \(g\)-inverseinvariant statisticnonsingular \(g\)-inversescore-type statistic

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Theory of matrix inversion and generalized inverses (15A09)

Cites Work

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• Generalized method of moments specification testing
• Equivalence properties of the Hausman statistic based on a generalized inverse
• Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
• The Asymptotic Variance of Semiparametric Estimators

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