Generalized method of moments specification testing

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

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 tests asymptotic power moment conditions Hausman tests maximal degrees of freedom optimal moment tests specification 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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