Likelihood Ratio Specification Tests

DOI10.2307/2171756MaRDI QIDQ4340691zbMATH OpenOpenAlexFDO

Authors Andrew Chesher, Richard J. Smith

Publication date 10 June 1997

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2171756

zbMATH Keywords

Bartlett correctionEdgeworth expansionexponential regressionlikelihood ratio testlocal powermoment testsscore testsspecification test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20)

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• Asymptotic expansions and the reliability of tests in accelerated failure time models
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