Distributional specification tests against semiparametric alternatives (Q756347)
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scientific article; zbMATH DE number 4190967
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| English | Distributional specification tests against semiparametric alternatives |
scientific article; zbMATH DE number 4190967 |
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Distributional specification tests against semiparametric alternatives (English)
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1991
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semiparametric estimation
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distributional specification tests
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Lagrange multiplier versions
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Hausmann test
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limited dependent variable models
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first derivatives of semiparametric criterion functions
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robust estimation
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maximum likelihood estimator
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Monte Carlo results
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Tobit model
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0.8456922769546509
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0.8281682729721069
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0.8256296515464783
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0.7950051426887512
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0.7935693264007568
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