Likelihood Ratio Specification Tests

DOI10.2307/2171756zbMath0870.62015OpenAlexW1997419343MaRDI QIDQ4340691

Andrew Chesher, Richard J. Smith

Publication date: 10 June 1997

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2171756

zbMATH Keywords

likelihood ratio testscore testsEdgeworth expansionBartlett correctionspecification testlocal powerexponential regressionmoment tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Related Items (15)

A zero-inflated ordered probit model, with an application to modelling tobacco consumption ⋮ BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS ⋮ Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ On the sensitivity of the overdispersion test in a Weibull model ⋮ On bartlett and bartlett-type corrections francisco cribari-neto ⋮ MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS ⋮ Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗ ⋮ Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results ⋮ Neglected heterogeneity in moment condition models ⋮ GEL CRITERIA FOR MOMENT CONDITION MODELS ⋮ Asymptotic expansions and the reliability of tests in accelerated failure time models ⋮ MTests with a New Normalization Matrix ⋮ Generalized empirical likelihood non-nested tests ⋮ Duration response measurement error ⋮ Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing

This page was built for publication: Likelihood Ratio Specification Tests