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 / Mathematics Subject Classification ID: 62P20 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62H15 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 4024589 / rank | |||||||||||||||
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detection of misspecification | |||||||||||||||
| Property / zbMATH Keywords: detection of misspecification / rank | |||||||||||||||
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maximum likelihood models | |||||||||||||||
| Property / zbMATH Keywords: maximum likelihood models / rank | |||||||||||||||
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power properties | |||||||||||||||
| Property / zbMATH Keywords: power properties / rank | |||||||||||||||
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specification tests | |||||||||||||||
| Property / zbMATH Keywords: specification tests / rank | |||||||||||||||
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moment conditions | |||||||||||||||
| Property / zbMATH Keywords: moment conditions / rank | |||||||||||||||
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Tests of conditional moment restrictions | |||||||||||||||
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exogenous variables | |||||||||||||||
| Property / zbMATH Keywords: exogenous variables / rank | |||||||||||||||
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optimal conditional moment tests | |||||||||||||||
| Property / zbMATH Keywords: optimal conditional moment tests / rank | |||||||||||||||
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probit | |||||||||||||||
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Revision as of 22:53, 18 October 2023
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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