Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Dirk Hoorelbeke"'
Autor:
Geert Dhaene, Dirk Hoorelbeke
Publikováno v:
Economics Letters. 82:341-347
We propose an information matrix (IM) test in which the covariance matrix of the vector of indicators is estimated using the parametric bootstrap. Monte Carlo results and theoretical arguments show that its small sample performance is comparable with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e5129e59f52bd44da85707b6d8c3702
https://doi.org/10.1016/j.econlet.2003.09.002
https://doi.org/10.1016/j.econlet.2003.09.002
The information matrix (IM) equality can be used to test for misspecification of a parametric model. We study the behavior of the IM test when the maximum-likelihood (ML) estimators used in the construction of this test are replaced with robust estim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::45e6525d6fa35bba2b106f82b0763163
https://lirias.kuleuven.be/handle/123456789/85455
https://lirias.kuleuven.be/handle/123456789/85455
Autor:
Dirk Hoorelbeke
The Lagrange multiplier test, or score test, suggested independently by Aitchison and Silvey (1958) and Rao (1948), tests for parametric restrictions. Although the score test is an intuitively appealing and often used procedure, the exact distributio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::bde2182dd0d930b0559166974750b49d
http://repec.org/esNASM04/up.10721.1075302399.pdf
http://repec.org/esNASM04/up.10721.1075302399.pdf