LM Test of Neglected Correlated Random Effects and Its Application
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Publication:6616618
Cites work
- scientific article; zbMATH DE number 3930202 (Why is no real title available?)
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- A Consistent Conditional Moment Test of Functional Form
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- Maximum Likelihood Estimation of Misspecified Models
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Neglected heterogeneity in moment condition models
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
- Sequential Estimation of Dynamic Discrete Games
- Some remarks on overdispersion
- Specification testing when score test statistics are identically zero
- Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
- Testing for Neglected Heterogeneity
- The Asymptotic Variance of Semiparametric Estimators
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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