Keyphrases
Test Statistic
92%
Normality Test
61%
Finite Sample Properties
60%
Autoregressive Conditional Heteroskedasticity
44%
Local Misspecification
41%
Score Test
40%
Spatial Dependence
39%
Specification Test
38%
Lagrange multiplier Test
37%
Score Function
37%
Volatility
37%
Linear Regression Model
37%
Monte Carlo Study
34%
Misspecification
34%
Spatial Autoregressive Model
32%
Efficient Test
30%
Lagrange multiplier
30%
Econometrics
30%
Parameter Misspecification
28%
Finite Sample
27%
Power Properties
27%
Misspecified
26%
Maximum Entropy
25%
Nuisance Parameter
25%
Spatial Panel Data Model
25%
Generalized Method of Moments
23%
Skewness
23%
Robustness Testing
23%
Regression Residuals
23%
Non-nested Models
23%
Spatial Regression Model
23%
Heteroscedasticity
23%
Spatial Autoregressive
21%
Joint Test
21%
Size-dependent Properties
20%
Regression Model
20%
Serial Independence
20%
LM Test
19%
ARCH Model
19%
Conditional Heteroskedasticity
19%
Conditional Heteroscedasticity
19%
Simple Test
19%
Maximum Likelihood
19%
Homoscedasticity
18%
Normality
18%
Kurtosis
18%
Finite Sample Size
17%
Specification Testing
17%
Finite Sample Performance
17%
Homoskedasticity
17%
Mathematics
Test Statistic
100%
Misspecification
85%
Conditionals
66%
Score Test
58%
Linear Regression Model
49%
Asymptotics
45%
Lagrange Multiplier Test
43%
Autoregressive Model
40%
Parametric
37%
Monte Carlo Study
35%
score function ψ
34%
Method of Moment
32%
Skewness
31%
Monte Carlo
31%
Residuals
31%
Regression Model
30%
Quantile
25%
Information Matrix
24%
Lagrange Multiplier
24%
Statistics
23%
Heteroscedasticity
23%
Maximum Entropy
23%
Nuisance Parameter
23%
Homoscedasticity
21%
Test Procedure
21%
Least Square
21%
Gaussian Distribution
20%
Dependent Variable
19%
Maximum Likelihood
19%
Kurtosis
19%
Nonlinear
19%
Time Series Data
19%
Likelihood Ratio Test
19%
Optimality
18%
Bayesian
18%
Covariance Matrix
18%
Robust Test
18%
Wald Test
17%
Functional Form
16%
Autocorrelation
15%
Nested Model
15%
Dynamic Panel Data Model
15%
Variable Model
15%
Null
14%
Covariance
14%
Asymptotic Distribution
14%
Statistical Hypothesis Testing
13%
Variance
13%
Excess Kurtosis
12%
Nonlinearities
12%