A score-type and a Hausman-type statistic based on nonsingular generalized inverses
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References listed on IDEAS
- White,Halbert, 1994. "Estimation, Inference and Specification Analysis," Cambridge Books, Cambridge University Press, number 9780521252805.
- White,Halbert, 1996. "Estimation, Inference and Specification Analysis," Cambridge Books, Cambridge University Press, number 9780521574464.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
- Gourieroux, C. & Monfort, A., 1989. "A General Framework for Testing a Null Hypothesis in a “Mixed” Form," Econometric Theory, Cambridge University Press, vol. 5(1), pages 63-82, April.
- Dastoor, Naorayex K., 2003. "The equality of comparable extended families of classical-type and Hausman-type statistics," Journal of Econometrics, Elsevier, vol. 117(2), pages 313-330, December.
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- Dastoor, Naorayex K., 2003. "The equality of comparable extended families of classical-type and Hausman-type statistics," Journal of Econometrics, Elsevier, vol. 117(2), pages 313-330, December.
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