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Original Articles

A simple IM test for exponential distributions

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Pages 109-112 | Published online: 21 Jan 2009

References

  • Chesher , A. D. and Spady , R. 1991 . Asymptotic expansions of the information matrix test statistic . Econometrica , 59 : 787 – 815 .
  • Huber, P. (1967) The behavior of maximum likelihood estimates under nonstandard conditions, in Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, Berkeley, CA, pp. 221–33
  • Lancaster , T. 1990 . The Econometric Analysis of Transition Data , Cambridge : Cambridge University Press .
  • White , H. 1982 . Maximum likelihood estimation for misspecified models . Econometrica , 50 : 1 – 25 .

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