Diagnostic testing and evaluation of maximum likelihood models

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

62P20: Applications of statistics to economics

62E20: Asymptotic distribution theory in statistics

62F03: Parametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis

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Cites Work