Maximum Likelihood Specification Testing and Conditional Moment Tests
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Publication:115748
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
specification testsprobitmoment conditionsexogenous variablespower propertiesmaximum likelihood modelsdetection of misspecificationoptimal conditional moment testsTests of conditional moment restrictions
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