Skip to content
Bilinear form test statistics for extremum estimation
Branch: master
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Type Name Latest commit message Commit time
Failed to load latest commit information.

Supplementary material to Bilinear form test statistics for extremum estimation by Federico Crudu and Felipe Osorio (Economics Letters 187, 108885. doi:

Code written by: Federico Crudu, with contributions of Felipe Osorio

Correspondence author:

Code tested on:

  • R version 3.6.0, running Linux Ubuntu 18.04 (64 bits server)
  • R under development (2018-02-21 r74285), running Linux Mint 18.3 (64 bits)
  • R version 3.3.0, running OS X 10.13.4 (64 bits)

Attached base packages: stats, graphics, grDevices, utils, datasets, methods, Autoloads, base

Other attached packages: alabama_2015.3-1, gmm_1.6-2, numDeriv_2016.8-1.1, sandwich_2.5-1


  • code/BF.simul.R: R function to compute the empirical sizes using Wald, bilinear form, Lagrange multiplier and distance test statistics.
  • code/simulation.R: R commands to perform the simulation study described at Section 3 from manuscript.
  • BF-EE_supp.pdf: Supplementary material with additional simulation results.
You can’t perform that action at this time.