The Covariance Matrix of the Information Matrix Test

DOI10.2307/1911198zbMath0564.62097OpenAlexW2050017398MaRDI QIDQ3678543

Tony Lancaster

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911198

zbMATH Keywords

covariance matrixinformation matrix test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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