Tests of specification in econometrics
From MaRDI portal
Publication:3740888
DOI10.1080/07474938408800065zbMath0604.62115OpenAlexW2012113315MaRDI QIDQ3740888
Publication date: 1984
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938408800065
simultaneous equations modelsTobitHausman specification testmultinomial logit modelsurvey of recent developmentsChow testnormal censored regressionpre-test estimationtesting distributional assumptionstesting for exogeneity
Related Items
A note on the equivalence of specification tests in the two-factor multivariate variance components model, Regression-based specification tests for the multinomial logit model, Sequential nonlinear estimation with nonaugmented priors, Specifying and testing econometric models for rank-ordered data, Specification tests for distributional assumptions in the Tobit model, A note on specification tests for the multinomial logit model, Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality, An organizing principle for dynamic estimation, A survey of preference estimation with unobserved choice set heterogeneity, A Bayesian analysis of nested logit models, Bounded-influence estimators for the Tobit model, More on testing the normality assumptionin the Tobit Model, Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data, Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory, A note on testing the regression functions via nonparametric smoothing, A comparison of semiparametric estimators for the ordered response model, A consistent test of functional form via nonparametric estimation techniques, On the application of robust, regression-based diagnostics to models of conditional means and conditional variances, Tests of specification for parametric and semiparametric models, A unified approach to estimation and orthogonality tests in linear single-equation econometric models, Distributional specification tests against semiparametric alternatives, Two-step estimation of panel data models with censored endogenous variables and selection bias, Testing Additive Separability of Error Term in Nonparametric Structural Models