A diagnostic test without numerical integration

DOI10.1016/0165-1765(93)90049-IMaRDI QIDQ1316982zbMATH OpenFDO

Authors Chunrong Ai, Steven P. Cassou

Publication date 24 March 1994

Published in Economics Letters (Search for Journal in Brave)

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)

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• scientific article; zbMATH DE number 4126507

Cites work

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

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