Bootstrapping the Information Matrix Test
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References listed on IDEAS
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Cited by:
- Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.
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Keywords
information matrix testing; specification testing; misspecification; QMLE; nonparametric Bootstrap; parametric bootstrap; Monte Carlo; White test; probit model; linear regression model;All these keywords.
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