Misspecification tests and their uses in econometrics

DOI10.1016/0378-3758(95)00039-9zbMath0849.62063OpenAlexW2046833065MaRDI QIDQ1918128

Leslie G. Godfrey

Publication date: 18 July 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00039-9

zbMATH Keywords

score testsexamplesmisspecification testsspecification errorsfinite sample behavioursequences of local alternativesconstructive valuecorrected estimatorsdestructive valuesimulation evidence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

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Uses Software

• Microfit

Cites Work

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