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R：另一种计量经济学编程环境
This article reviews R, an open‐source S‐like high‐level matrix programming language that can be used for econometric simulations and data analysis. Copyright © 1999 John Wiley & Sons, Ltd.
广义线性模型得分检验的二阶渐近分析
This paper develops finite-sample corrections for score tests in generalised linear models when the dispersion parameter is unknown, thus generalising the results of Cordeiro, Ferrari & Paula (1993). We show that the coefficients which define the Edgeworth expansion for the null distribution of the score statistic when the dispersion parameter is unknown are the coefficients obtained by these authors plus some extra terms. We also give closed-form expressions for such…