Pages that link to "Item:Q801625"
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The following pages link to A general approach to Lagrange multiplier model diagnostics (Q801625):
Displaying 28 items.
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- Detecting and testing causality in linear econometric models (Q145819) (← links)
- Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Specification diagnostics based on Laguerre alternatives for econometric models of duration (Q1066598) (← links)
- Score tests for zero covariances in recursive linear models for grouped or censored data (Q1067740) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- Temporal dependence in asset pricing models (Q1331857) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market (Q2675489) (← links)
- A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
- Simple regression‐based tests for spatial dependence (Q3018509) (← links)
- A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models (Q3445340) (← links)
- Simulataneous specicication test in a binary logit (Q3473038) (← links)
- Testing exogeneity in overidentified models (Q3598252) (← links)
- Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
- Testing weak exogeneity in multiplicative error models (Q4555167) (← links)
- Near exogeneity, weak identification and specification testing: Some asymptotic results (Q5866060) (← links)
- Estimation in the presence of heteroskedasticity of unknown form: a Lasso-based approach (Q6561136) (← links)
- A new risk measure MMVaR: properties and empirical research (Q6594963) (← links)
