Distributional specification tests against semiparametric alternatives (Q756347): Difference between revisions
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Latest revision as of 10:58, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributional specification tests against semiparametric alternatives |
scientific article |
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Distributional specification tests against semiparametric alternatives (English)
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1991
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semiparametric estimation
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distributional specification tests
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Lagrange multiplier versions
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Hausmann test
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limited dependent variable models
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first derivatives of semiparametric criterion functions
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robust estimation
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maximum likelihood estimator
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Monte Carlo results
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Tobit model
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