scientific article
From MaRDI portal
zbMath0581.62094MaRDI QIDQ3703164
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
likelihood ratio testoptimalityheteroscedasticityWald testserial correlationasymptotic equivalenceexogeneityLagrange multiplier testcommon factor loadingsnon-spherical disturbanceslinear hypothesistruncated distributionslog-likelihood functiondiscrete choice situationsgeneralized least squares modelsHausman's specification testtesting for non-linearities
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
Related Items
Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods, Reliability analysis for gap null gate based on model comparison criterion, Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics, Empirical modeling in dynamic econometrics, Testing strategies for model specification, Generalized method of moments specification testing, Residual analysis in the grouped and censored normal linear model, Direct cointegration testing in error correction models, Regression-based specification tests for the multinomial logit model, Sequential nonlinear estimation with nonaugmented priors, On the test of the volatility proxy model, Simple LM tests of mis-specification for ordered logit models, Testing AR(1) against MA(1) disturbances in an error component model, A simple message for autocorrelation correctors: Don't, Posterior-based Wald-type statistics for hypothesis testing, Specification testing in Markov-switching time-series models, Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures, A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature, The perfect marriage and much more: combining dimension reduction, distance measures and covariance, Robust and optimal estimation for partially linear instrumental variables models with partial identification, Misspecification tests and their uses in econometrics, Applying estimated score tests in econometrics, Testing multiple equation systems for common nonlinear components, On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance, Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors, Modified Wald test for regression disturbances, On testing for homogeneity with zero‐inflated models through the lens of model misspecification, Bayesian Calibration of p‐Values from Fisher's Exact Test, A revisit to testing the equality of means for several lognormal distributions, Principal components estimator for measurement error models, Wald, QLR, and score tests when parameters are subject to linear inequality constraints, The score test for the two‐sample occupancy model, Efficient inference about the tail weight in multivariate Student \(t\) distributions, A score test for detecting extreme values in a vector autoregressive model, Computing and estimating information matrices of weak ARMA models, Exchange rates in India: current account monetarism in a nonlinear context, Quasi score-driven models, The equality of comparable extended families of classical-type and Hausman-type statistics, Structure detection and parameter estimation for NARX models in a unified EM framework, Unnamed Item, Hypothesis testing based on a vector of statistics, The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence, A simple and efficient test for Zipf's law, A greedy feature selection algorithm for big data of high dimensionality, A simple test for the consistency of dynamic linear regression in rational distributed lag models, Nonparametric tests for Cox processes, Information-Theoretic Distribution Test with Application to Normality, Understanding Ding's apparent paradox, Nonlinear models, rescaling and test invariance, Tests of overidentification and predeterminedness in simultaneous equation models, Inference on functionals under first order degeneracy, Mean comparison: manifest variable versus latent variable, Score tests when a nuisance parameter is unidentified under the null hypothesis, On improving the robustness and reliability of Rao's score test, Small sample performance of jackknife confidence intervals for the james-stein estimator, Non-parametric testing of discrete panel data models, On the application of robust, regression-based diagnostics to models of conditional means and conditional variances, Score test for a separable covariance structure with the first component as compound symmetric correlation matrix, Modified stationarity tests with improved power in small samples, Grouped-data estimation and testing in simple labor-supply models, A conditionally heteroskedastic binary choice model for macro-financial time series, Testing for jumps in the stochastic volatility models, Unnamed Item, Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches, Specification testing when score test statistics are identically zero, Testing VaR Under Basel III with Application to No-Failure Setting, An E-ARCH model for the term structure of implied volatility of FX options, Testing for GARCH effects: A one-sided approach, Misspecified models with dependent observations, Computation and application of generalized linear mixed model derivatives using \textit{lme4}, Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions, A general approach to Lagrange multiplier model diagnostics, Joint and separate score tests for state dependence and unobserved heterogeneity, On the Boundedness and Nonmonotonicity of Generalized Score Statistics
