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New directions in information matrix testing: Eigenspectrum tests

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationRecent Advances and Future Directions in Causality, Prediction, and Specification Analysis
Subtitle of host publicationEssays in Honor of Halbert L. White Jr
EditorsXiaohong Chen, Norman R. Swanson
PublisherSpringer New York
Pages145-177
Number of pages33
ISBN (Electronic)9781461416531
ISBN (Print)9781461416524
DOIs
StatePublished - Jan 1 2013

ASJC Scopus Subject Areas

  • General Economics,Econometrics and Finance
  • General Business,Management and Accounting

Keywords

  • Eigenspectrum
  • Goodness-Of-Fit
  • Information Matrix Test
  • Logistic Regression
  • Specification Analysis

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