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Applying estimated score tests in econometrics

โœ Scribed by Denis Conniffe


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
890 KB
Volume
49
Category
Article
ISSN
0378-3758

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The similar test for an a ne hypothesis in the exponential family is approximated by a score statistic, derived from the Edgeworth expansion of the conditional distribution given the minimal su cient statistic under the null hypothesis.