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On some optimality properties of Fisher-Rao score function in testing and estimation

Bera, Anil K.; Bilias, Yannis - 2000

Persistent link: https://www.econbiz.de/10001534265

The MM, ME, ML, EL, EF and GMM approaches to estimation : a synthesis

Bera, Anil K.; Bilias, Yannis - 2001

Persistent link: https://www.econbiz.de/10001580210

Rao's score, Neyman's C (a [alpha]) and Silvey's LM tests : an essay on historical developments and some new results

Bera, Anil K.; Bilias, Yannis - 1997

Persistent link: https://www.econbiz.de/10000968422

The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis

Bera, Anil K.; Bilias, Yannis - In: Journal of econometrics 107 (2002) 1/2, pp. 51-86

Persistent link: https://www.econbiz.de/10001651261

Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications

Bera, Anil K. - 2019

Rao's (1948) seminal paper introduced a fundamental principle of testing based on the score function and the score test has local optimal properties. When the assumed model is misspecified, it is well known that Rao's score (RS) test loses its optimality. A model could be misspecified in a...

Persistent link: https://www.econbiz.de/10012900591