Editorial: Misspecification test methods in econometrics
From MaRDI portal
Publication:2512592
DOI10.1016/j.jeconom.2013.08.001zbMath1293.00022OpenAlexW1997639815MaRDI QIDQ2512592
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Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.001
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)
Cites Work
- Consistent model specification tests
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Diagnostic testing and evaluation of maximum likelihood models
- Generalized method of moments specification testing
- Multinomial Logit Specification Tests
- Testing for a unit root in time series regression
- Specification Tests in Econometrics
- Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series
- Chi-Square Diagnostic Tests for Econometric Models: Theory
- Maximum Likelihood Estimation of Misspecified Models
