Specification Tests in Econometrics
From MaRDI portal
Publication:4181115
DOI10.2307/1913827zbMath0397.62043WikidataQ56443952 ScholiaQ56443952MaRDI QIDQ4181115
Publication date: 1978
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/64309
Related Items
Grouped poisson regression models: theory and an application to public house visit frequency, Omitted variables in longitudinal data models, IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE, The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power, Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes, Durbin-Hausman tests for cointegration, Durbin-Hausman tests for cointegration, Robust inference with GMM estimators, Modeling zero response data from willingness to pay surveys: a semi-parametric estimation., Country specific effect in the Feldstein--Horioka paradox: A panel data analysis, Robust m-estimators, Semiparametric estimation of employment duration models, Semiparametric fractional cointegration analysis, Misspecification tests and their uses in econometrics, Applying estimated score tests in econometrics, Limited information estimation and testing subject to linear constraints, Do small plants grow faster? Evidence from the Taiwan electronics industry, A simple framework for nonparametric specification testing, Wage disparity and team productivity: Evidence from major league baseball, On the application of robust, regression-based diagnostics to models of conditional means and conditional variances, Semiparametric estimation of fractional cointegrating subspaces, Panel data analysis -- advantages and challenges (with comments and rejoinder), A Hausman test for Brownian motion, Alternative ways of obtaining Hausman's test using artificial regressions, Different approaches to efficiency analysis. An application to the Spanish Trawl fleet operating in Moroccan waters, The indirect method: inference based on intermediate statistics -- a synthesis and examples, Multilevel modeling with correlated effects, The error components regression model: conditional relative efficiency comparisons, ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS, ARMA MODELS WITH ARCH ERRORS, The Sample Selection Model from a Method of Moments Perspective, AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION, Ein anpassungstest fur exponentialyerteilte variable, Local sensitivity and diagnostic tests, CONDITIONING IN DYNAMIC MODELS, Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators, Macro-dynamic policy formulation with conflicting views of the economy: a synthesis of optimal control and feedback design†, Invariance, Nonlinear Models, and Asymptotic Tests, Unnamed Item, A combined estimator in the simple errors-in-variables model, Manufacturing investment-performance causality in the UK clothing industry, Consistent model specification tests, A consistent test of functional form via nonparametric estimation techniques, Diagnostic testing and evaluation of maximum likelihood models, Detecting and testing causality in linear econometric models, Detecting multiple outliers with an application to R \& D productivity, Testing for the exogeneity of real income in models of the poverty process, From association to causation via regression, Some aspects of measurement error in a censored regression model, On the testing of correlated effects with panel data, A unified approach to estimation and orthogonality tests in linear single-equation econometric models, Grouped-data estimation and testing in simple labor-supply models, Distributional specification tests against semiparametric alternatives, Multi-step estimation and forecasting in dynamic models, Tobit models: A survey, Testing nested or non-nested hypotheses, A general approach to Lagrange multiplier model diagnostics, Multilevel and nonlinear panel data models, Bounded-influence estimators for the Tobit model, The conditional logit estimator for unequal panels, Estimation of cost efficiency of Australian universities, Testing homogeneity of a large data set by bootstrapping, An algorithm to estimate time-varying parameter SURE models under different types of restriction, An illustration of Cox's non-nested testing procedure for logit and probit models, Financial crashes as endogenous jumps: estimation, testing and forecasting, The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models, Misspecified models with dependent observations, Model specification tests. A simultaneous approach, Least absolute deviations estimation for the censored regression model, Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables, A test of static equilibrium models and rates of return to quasi-fixed factors, with an application to the Bell system, Self-selection biases in correlational studies based on questionnaires, Censored regression quantiles, Testing strategies for model specification, Generalized method of moments specification testing, A note on the equivalence of specification tests in the two-factor multivariate variance components model, On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem, Bivariate alternatives to the Tobit model, A simplified approach to M-estimation with application to two-stage estimators, Regression-based specification tests for the multinomial logit model, Structural time series modeling: A Bayesian approach, 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, Statistical inference in non-nested econometric models, Limited information estimators and exogeneity tests for simultaneous probit models, A comment on the use of auxiliary or surrogate outcome data, Unobservable individual effects in unbalanced panel data, Stochastic production frontiers and panel data: A latent variable framework, Small sample considerations in estimation from panel data, Full-information estimates of a nonlinear macroeconometric model, Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model, Some aspects of testing non-nested hypotheses, Semiparametric proportional hazards estimation of competing risks models with time-varying covariates, Effects of misspecification of lag structure in certain two-variable distributed lag models, Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors, Nonlinear models, rescaling and test invariance, Tests of overidentification and predeterminedness in simultaneous equation models, Exogeneity tests in a truncated structural equation, Prediction in the context of the variance-components model, A cointegration approach to estimating preference parameters, Hypothetical--actual bid calibration of a multigood auction, Pitfalls in testing for long run relationships, Misclassification of the dependent variable in a discrete-response setting, Distribution-free estimation of some nonlinear panel data models, Testing for autocorrelation in the presence of lagged dependent variables, Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models, Approximate generalized extreme value models of discrete choice, Asymptotic robustness of tests of overidentification and predeterminedness, Specification tests in simultaneous equations systems, A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property, Weighted generalized least squares estimation for complex survey data, Testing for the exogeneity of real income in models of the poverty process. Evidence from post-independence India, Nonlinear errors in variables estimation of some Engel curves, Effective federal individual income tax functions: A specification search, Does uncertainty influence the number of firms in an industry?, Does the AIDS epidemic threaten economic growth?, Assessing the productive benefits of nutrition and health: An integrated human capital approach, Higher moment estimators for linear regression models with errors in the variables, Model specification and endogeneity, Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results, Effects on inference of pretesting the exogeneity of a regressor, Bootstrapping Hausman's exogeneity test, Confounding and collapsibility in causal inference, Choice as an alternative to control in observational studies. (With comments and a rejoinder)., Religion and human capital., Aggregation bias in the economic model of crime., Dealing with bottled water expenditures data with zero observations: A semiparametric specification, Tests of specification for parametric and semiparametric models, A Hausman specification test based on root-\(N\)-consistent semiparametric estimators, Stratified partial likelihood estimation, OLS or GLS in the presence of specification error? An expected loss approach, Two-step two-stage least squares estimation in models with rational expectations, Information, addiction, and `bad choices': Lessons from a century of cigarettes, Robust and consistent estimation of nonlinear errors-in-variables models, Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods, Specification issues and confidence intervals in unilateral price effects analysis, On a simultaneous equations pre-test estimator, Minimax estimation with random coefficients: Theory and application to stock returns, Specification testing in panel data with instrumental variables, A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
