The size bias of White's information matrix test
暂无分享,去创建一个
[1] R. Olsen,et al. Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model , 1978 .
[2] H. White. Maximum Likelihood Estimation of Misspecified Models , 1982 .
[3] Andrew Chesher,et al. The information matrix test: Simplified calculation via a score test interpretation , 1983 .
[4] Peter C. B. Phillips,et al. ERA'S: A NEW APPROACH TO SMALL SAMPLE THEORY , 1983 .
[5] Tony Lancaster,et al. THE COVARIANCE MATRIX OF THE INFORMATION MATRIX TEST , 1984 .
[6] David C. Stapleton,et al. Censored Normal Regression with Measurement Error on the Dependent Variable , 1984 .