Bootstrapping the Information Matrix Test
Year of publication: |
2000-04-01
|
---|---|
Authors: | Stomberg, Christopher ; White, Halbert |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | information matrix testing | specification testing | misspecification | QMLE | nonparametric Bootstrap | parametric bootstrap | Monte Carlo | White test | probit model | linear regression model |
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