Maximum Likelihood Specification Testing and Conditional Moment Tests (Q115748): Difference between revisions

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1985
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Property / author: Whitney K. Newey / rank
 
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Maximum Likelihood Specification Testing and Conditional Moment Tests (English)
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Property / zbMATH Open document ID: 0629.62107 / rank
 
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Property / Mathematics Subject Classification ID: 62P20 / rank
 
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Property / Mathematics Subject Classification ID: 62H15 / rank
 
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Property / zbMATH DE Number: 4024589 / rank
 
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detection of misspecification
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maximum likelihood models
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power properties
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specification tests
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moment conditions
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Tests of conditional moment restrictions
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exogenous variables
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optimal conditional moment tests
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probit
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Property / full work available at URL: https://doi.org/10.2307/1911011 / rank
 
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Latest revision as of 00:05, 20 March 2024

scientific article
Language Label Description Also known as
English
Maximum Likelihood Specification Testing and Conditional Moment Tests
scientific article

    Statements

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    53
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    5
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    1047
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    September 1985
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    1985
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    Maximum Likelihood Specification Testing and Conditional Moment Tests (English)
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    detection of misspecification
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    maximum likelihood models
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    power properties
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    specification tests
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    moment conditions
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    Tests of conditional moment restrictions
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    exogenous variables
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    optimal conditional moment tests
    0 references
    probit
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    Identifiers