Generalized method of moments specification testing

DOI10.1016/0304-4076(85)90154-XzbMath0606.62132OpenAlexW2020270925WikidataQ64116490 ScholiaQ64116490MaRDI QIDQ1084826

Whitney K. Newey

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90154-x

zbMATH Keywords

specification testsasymptotic powermoment conditionsHausman testsmaximal degrees of freedomoptimal moment testsspecification equivalence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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Cites Work

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