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

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Revision as of 12:35, 5 March 2024

scientific article
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English
Maximum Likelihood Specification Testing and Conditional Moment Tests
scientific article

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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
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    probit
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