TESTING FOR NEGLECTED HETEROGENEITY

被引：142

作者：

CHESHER, A

机构：

来源：

ECONOMETRICA | 1984年 / 52卷 / 04期

关键词：

D O I：

10.2307/1911188

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：865 / 872

页数：8

相关论文

共 8 条

[1] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J].

BREUSCH, TS ;

PAGAN, AR .

REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) :239-253

[2] THE ESTIMATION OF MODELS OF LABOR-MARKET BEHAVIOR [J].

CHESHER, A ;

LANCASTER, T .

REVIEW OF ECONOMIC STUDIES, 1983, 50 (04) :609-624

[3] THE INFORMATION MATRIX TEST - SIMPLIFIED CALCULATION VIA A SCORE TEST INTERPRETATION [J].

CHESHER, A .

ECONOMICS LETTERS, 1983, 13 (01) :45-48

[4]

CHESHER AD, 1982, A282 U BIRM DISC PAP

[5] SOME REMARKS ON OVERDISPERSION [J].

COX, DR .

BIOMETRIKA, 1983, 70 (01) :269-274

[6]

KELKER D, 1970, SANKHYA SER A, V32, P419

[7] THE COVARIANCE-MATRIX OF THE INFORMATION MATRIX TEST [J].

LANCASTER, T .

ECONOMETRICA, 1984, 52 (04) :1051-1053

[8] MAXIMUM-LIKELIHOOD ESTIMATION OF MIS-SPECIFIED MODELS [J].

WHITE, H .

ECONOMETRICA, 1982, 50 (01) :1-25