On Sun, 6 Oct 2013, Rezart Hoxhaj wrote: You could use an Information Matrix test for that. In order to have good finite-sample properties you should use a bootstrap version, but it shouldn't be too hard to set up. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------