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 / 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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Property / OpenAlex ID: W2011157928 / rank | |||||||||||||||
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Latest revision as of 00:05, 20 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Maximum Likelihood Specification Testing and Conditional Moment Tests |
scientific article |
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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
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probit
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