A diagnostic test without numerical integration

DOI10.1016/0165-1765(93)90049-IzbMath0796.62101MaRDI QIDQ1316982

Steven P. Cassou, Chunrong Ai

Publication date: 24 March 1994

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

non-nested hypotheseshigh- dimensional integrationindependent and unbiased estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General theory of numerical analysis in abstract spaces (65J05) Diagnostics, and linear inference and regression (62J20)

Cites Work

• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

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