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We rank institutions and researchers based on a standardized page count of their econometric theory publications over the last eleven years (1986-1996) in nine economics and statistics journals. Our ranking criteria differ from those employed by Hall (1987, 1990) and Baltagi (1998). We weight...
Persistent link: https://www.econbiz.de/10005407978
This paper addresses the issue of designing finite-sample corrections to information matrix tests. We review a Cornish-Fisher correction that has been proposed elsewhere and propose an alternative, Bartlett-type correction. Simulation results for skewness, excess kurtosis, normality and...
Persistent link: https://www.econbiz.de/10005556302
Edgeworth expansions to the null distributions of three classical test statistics in the multivariate regression model were derived by Rothenberg (1977) and Phillips (1984) with the purpose of obtaining size-corrected critical values for such tests. We combine their results with the results of...
Persistent link: https://www.econbiz.de/10005119211