Misspecification tests and their uses in econometrics (Q1918128): Difference between revisions

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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Model specification tests. A simultaneous approach
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+On asymptotic tests of composite hypotheses in nonstandard conditions
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+Testing for Neglected Heterogeneity
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+Diagnostics for heteroscedasticity in regression
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+Some remarks on overdispersion
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+Q4088122
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+Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
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+Model Specification Tests Based on Artificial Linear Regressions
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+Implicit Alternatives and the Local Power of Test Statistics
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+A New Form of the Information Matrix Test
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+A general approach to Lagrange multiplier model diagnostics
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+Q3703164
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+Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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+On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
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+Misspecification tests and their uses in econometrics
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+The Information Matrix Test for the Linear Model
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Specification Tests in Econometrics
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+A Remark on Hausman's Specification Test
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+Local Asymptotic Specification Error Analysis
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+A note on Studentizing a test for heteroscedasticity
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+The Covariance Matrix of the Information Matrix Test
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+Generalized method of moments specification testing
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+Q5791397
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+The Lagrangian Multiplier Test
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+Maximum Likelihood Estimation of Misspecified Models
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