Diagnostic testing and evaluation of maximum likelihood models

DOI10.1016/0304-4076(85)90149-6zbMath0591.62094OpenAlexW2051968669MaRDI QIDQ115750

Publication date: October 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90149-6

zbMATH Keywords

M-estimators differentiation specification tests parameter estimates information matrix test diagnostic testing Frechet unified almost sure limits of Cox test effects of misspecification moment-based tests non-linear maximum likelihood model Pearson-type goodness of fit tests theory of maximum likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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