Applying estimated score tests in econometrics
type: Item
instance of: scholarly article
title: Applying estimated score tests in econometrics
zbMATH Open document ID: 0849.62061
DOI: 10.1016/0378-3758(95)00040-2
author: Denis Conniffe
published in: Journal of Statistical Planning and Inference
publication date: 1996-07-18T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 906602
zbMATH Keywords: Lagrange multiplier test
zbMATH Keywords: Weibull models
zbMATH Keywords: logistic model
zbMATH Keywords: expected maximum log likelihood
zbMATH Keywords: estimated score test
zbMATH Keywords: nuisance parameters
describes a project that uses: nlmdl
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00040-2
OpenAlex ID: W2065513209
cites work: Q3704754
cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation
cites work: The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
cites work: Testing hypotheses with estimated scores
cites work: Small sample properties of alternative forms of the Lagrange multiplier test
cites work: A general approach to Lagrange multiplier model diagnostics
cites work: Q3703164
cites work: Q3750826
cites work: Testing for multiplicative heteroskedasticity
cites work: Q3999329
cites work: Testing Linear and Log-Linear Regressions for Functional Form
cites work: Specification Tests in Econometrics
cites work: Computing the distribution of quadratic forms in normal variables
cites work: Efficient specification tests for limited dependent variable models
cites work: A Test for Normality of Observations and Regression Residuals
cites work: Q4207502
cites work: Econometric Methods for the Duration of Unemployment
cites work: Q3042260
cites work: Consistent Estimates Based on Partially Consistent Observations
cites work: Q5836361
cites work: Q3703102
cites work: Q4040694
cites work: Q3321263
cites work: An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
description: scientific article; zbMATH DE number 906602