A diagnostic test without numerical integration

DOI10.1016/0165-1765(93)90049-IzbMATH Open0796.62101MaRDI QIDQ1316982FDOQ1316982

Authors: Chunrong Ai, Steven P. Cassou 

Publication date: 24 March 1994

Published in: Economics Letters (Search for Journal in Brave)

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• scientific article; zbMATH DE number 4126507

zbMATH Keywords

non-nested hypotheseshigh- dimensional integrationindependent and unbiased estimators

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Applications of statistics to economics (62P20) General theory of numerical analysis in abstract spaces (65J05)

Cites Work

• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

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