Title of article
The information matrix test with bootstrap-based covariance matrix estimation
Author/Authors
Geert Dhaene، نويسنده , , Dirk Hoorelbeke، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
7
From page
341
To page
347
Abstract
We propose an information matrix (IM) test in which the covariance matrix of the vector of indicators is estimated using the parametric bootstrap. Monte Carlo results and theoretical arguments show that its small sample performance is comparable with that of the efficient score form
Keywords
Parametric bootstrap , Information matrix test
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435366
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