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  • Search: subject:"Information Matrix Test"
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Year of publication
Subject
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Estimation theory 14 Schätztheorie 14 Information matrix test 12 Bootstrap 10 information matrix test 8 Statistical test 7 Statistical theory 7 Statistische Methodenlehre 7 Statistischer Test 7 Information Matrix Test 6 Bootstrap approach 5 Bootstrap-Verfahren 5 Bruttoinlandsprodukt 4 Gross domestic product 4 Hessian matrix 4 Monte Carlo simulation 4 National income 4 Nationaleinkommen 4 VAR model 4 VAR-Modell 4 asymptotic theory 4 misspecification 4 specification analysis 4 GDI 3 GDP 3 Markov chain 3 Markov-Kette 3 Modellierung 3 Scientific modelling 3 outer product of the score 3 Bartlett Identities 2 Cross-market prediction 2 Double-Hurdle model 2 Double-hurdle model 2 Forecasting model 2 Generalized Information Matrix Test 2 Microeconometrics 2 Mikroökonometrie 2 Prognoseverfahren 2 heteroskedasticity test 2
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Online availability
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Free 15 Undetermined 10
Type of publication
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Article 17 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Working Paper 5 Article 2 Aufsatz im Buch 1 Book section 1
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Language
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English 18 Undetermined 12
Author
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Pigini, Claudia 5 Amengual, Dante 4 Fiorentini, Gabriele 4 Golden, Richard M. 4 Henley, Steven S. 4 Kashner, T. Michael 4 Lucchetti, Riccardo 4 Sentana, Enrique 4 Akram, Muhammad 3 King, Maxwell L. 3 White, Halbert 3 Zhang, Xibin 3 Cribari-Neto, Francisco 2 LUCCHETTI, Riccardo 2 Bastin, Fabian 1 CHESHER, Andrew 1 CHO, JIN SEO 1 Carrasco, Marine 1 Chesher, Andrew 1 Chua, K. 1 DHAENE, Geert 1 Das, Samarjit 1 Dhaene, Geert 1 Frejinger, Emma 1 GOURIEROUX, Christian 1 Gouriéroux, Christian 1 Ho, Kin-Yip 1 Hu, Liang 1 Lee, Dong-Joo 1 Lyhagen, Johan 1 Ong, S. 1 PIGINI, Claudia 1 Ploberger, Werner 1 SCAILLET, Olivier 1 Sarkar, Nityananda 1 Scaillet, Olivier 1 Schepsmeier, Ulf 1 Söderberg, Hans 1 Tien Mai 1 Tsui, Albert K 1
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Institution
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Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Econometrics and Business Statistics, Monash Business School 1 EconWPA 1 Economic Research Institute, College of Business and Economics 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1
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Published in...
All
Econometrics 3 Econometrics : open access journal 2 Working Papers / Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà" 2 CEMFI working paper 1 CORE Discussion Papers 1 Computational Statistics 1 DISIA working paper 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Econometric Reviews 1 Econometric reviews 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economics Letters 1 Economics letters 1 Economics of transportation : the official journal of the International Transportation Economics Association 1 Empirical Economics 1 Essays in honour of Fabio Canova 1 Journal of Economic Development 1 Journal of econometrics 1 Journal of international trade & commerce 1 Monash Econometrics and Business Statistics Working Papers 1 Quaderno di ricerca 1 SSE/EFI Working Paper Series in Economics and Finance 1 Statistical Methods and Applications 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers 1 Working papers / Economic Research Institute, College of Business and Economics 1
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Source
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ECONIS (ZBW) 14 RePEc 14 EconStor 2
Showing 1 - 10 of 30
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Consequences of model misspecification for maximum likelihood estimation with missing data
Golden, Richard M.; Henley, Steven S.; White, Halbert; … - In: Econometrics : open access journal 7 (2019) 3/37, pp. 1-27
Researchers are often faced with the challenge of developing statistical models with incomplete data. Exacerbating this situation is the possibility that either the researcher’s complete-data model or the model of the missing-data mechanism is misspecified. In this article, we create a formal...
Persistent link: https://www.econbiz.de/10012160862
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Tests for random coefficient variation in vector autoregressive models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012631226
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Tests for random coefficient variation in vector autoregressive models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10012660824
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Tests for random coefficient variation in vector autoregressive models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - In: Essays in honour of Fabio Canova, (pp. 1-35). 2022
The authors propose the information matrix test to assess the constancy of mean and variance parameters in vector …
Persistent link: https://www.econbiz.de/10013443821
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Application of the information Matrix Test on the national productivity analysis as the cause of international trade
Lee, Dong-Joo - In: Journal of international trade & commerce 17 (2021) 6, pp. 1-15
Persistent link: https://www.econbiz.de/10013269904
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Tests for random coefficient variation in vector autoregressive models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2021
Persistent link: https://www.econbiz.de/10013183699
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Generalized information matrix tests for detecting model misspecification
Golden, Richard M.; Henley, Steven S.; White, Halbert; … - In: Econometrics : open access journal 4 (2016) 4, pp. 1-24
Generalized Information Matrix Tests (GIMTs) have recently been used for detecting the presence of misspecification in regression models in both randomized controlled trials and observational studies. In this paper, a unified GIMT framework is developed for the purpose of identifying,...
Persistent link: https://www.econbiz.de/10011650480
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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - 2019
Persistent link: https://www.econbiz.de/10012606733
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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
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Consequences of model misspecification for maximum likelihood estimation with missing data
Golden, Richard M.; Henley, Steven S.; White, Halbert … - In: Econometrics 7 (2019) 3, pp. 1-27
Researchers are often faced with the challenge of developing statistical models with incomplete data. Exacerbating this situation is the possibility that either the researcher's complete-data model or the model of the missing-data mechanism is misspecified. In this article, we create a formal...
Persistent link: https://www.econbiz.de/10012696252
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