Chesner, A.; Dhaene, G.; Gourieroux, C.; Scaillet, O. - 1999
In this note, we propose a general testing procedure for parametric models based on Bartlett Identities. A well-known example is the Information Matrix Test, which is based on the Bartlett Identity of order 1. The Identities are shown to induce a sequence of testable restrictions on the data...
