On the calculation of the information matrix test in the normal linear regression model
type: Item
instance of: scholarly article
title: On the calculation of the information matrix test in the normal linear regression model
zbMATH Open document ID: 1328.62417
DOI: 10.1016/0165-1765(89)90169-9
published in: Economics Letters
publication date: 2016-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6525602
author: Alastair Hall
MaRDI profile type: Publication
full work available at URL: 0165-1765(89)90169-9
OpenAlex ID: W1974434233
cites work: Q4066363
cites work: Small sample properties of alternative forms of the Lagrange multiplier test
cites work: The Information Matrix Test for the Linear Model
cites work: The Covariance Matrix of the Information Matrix Test
cites work: The size bias of White's information matrix test
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
cites work: Maximum Likelihood Estimation of Misspecified Models
description: scientific article; zbMATH DE number 6525602