Specification Tests Based on Artificial Regressions

DOI10.2307/2289548zbMath0708.62053OpenAlexW3125659177MaRDI QIDQ3490790

James G. MacKinnon, Russell Davidson

Publication date: 1990

Full work available at URL: http://hdl.handle.net/10419/189090

zbMATH Keywords

specification testslogitprobit modelsLagrange multiplier testsmoment testartificial regressionsDurbin-Wu-Hausman testtests of binary-choice models

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

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