Maximum Likelihood Specification Testing and Conditional Moment Tests (Q115748): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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