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Likelihood ratio specification tests

Chesher, Andrew; Smith, Richard J. - 1994

Persistent link: https://www.econbiz.de/10000883765

Likelihood ratio specification tests

Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 627-646

Persistent link: https://www.econbiz.de/10001221201

Duration response measurement error

Chesher, Andrew; Dumangane, Montezuma; Smith, Richard J. - In: Journal of econometrics 111 (2002) 2, pp. 169-194

Persistent link: https://www.econbiz.de/10001715736

Approximations to the distribution of conditional moment test statistics

Smith, Richard J.; Chesher, Andrew; Peters, Simon A. - 2000

Persistent link: https://www.econbiz.de/10001600687

Duration response measurement error

Chesher, Andrew; Dumangane, Montezuma; Smith, Richard J. - In: Journal of Econometrics 111 (2002) 2, pp. 169-194

Persistent link: https://www.econbiz.de/10005285743

Likelihood Ratio Specification Tests

Chesher, Andrew; Smith, Richard J. - In: Econometrica 65 (1997) 3, pp. 627-646

Moment based tests for mispecification of parametric models (e.g., of mean equals variance in a Poisson model) are studied. The moment restrictions under test are embedded in an extension of the model so that the moment test is a score test of the hypothesis that a vector of added parameters is...

Persistent link: https://www.econbiz.de/10005231902

Likelihood Ratio Specification Tests

Chesher, Andrew; Smith, Richard J. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 627-646

Persistent link: https://www.econbiz.de/10006792799

Duration response measurement error

Chesher, Andrew; Dumangane, Montezuma; Smith, Richard J. - In: Journal of econometrics 111 (2002) 2, pp. 169-194

Persistent link: https://www.econbiz.de/10006766563