In this paper, I investigate the finite sample performance of a test robust to heteroskedasticity of unknown form, based on the consistent covariance matrix estimator proposed in Eicker (1963) and White (1980). The simulation results suggest that, as often used in practice, this test could be...

We develop a new form of the information matrix test for a wide variety of statistical models, and present full details for the special case of univariate nonlinear regression models. Chesher (1984) showed that the implicit alternative of the information matrix test is a model with random...

The understanding of causal chains and mechanisms is an essential part of any scientific activity that aims at better explanation of its subject matter, and better understanding of it. While any account of causality requires that a cause should precede its effect, accounts of causality inphysics...