Maximum Likelihood Specification Testing and Conditional Moment Tests

DOI10.2307/1911011zbMath0629.62107OpenAlexW2011157928MaRDI QIDQ115748

Whitney K. Newey, Whitney K. Newey

Publication date: September 1985

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911011

zbMATH Keywords

specification testsprobitmoment conditionsexogenous variablespower propertiesmaximum likelihood modelsdetection of misspecificationoptimal conditional moment testsTests of conditional moment restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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