Misspecification tests and their uses in econometrics
type: Item
instance of: scholarly article
title: Misspecification tests and their uses in econometrics
zbMATH Open document ID: 0849.62063
DOI: 10.1016/0378-3758(95)00039-9
author: L. G. Godfrey
published in: Journal of Statistical Planning and Inference
publication date: 1996-07-18T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 906601
zbMATH Keywords: corrected estimators
zbMATH Keywords: misspecification tests
zbMATH Keywords: score tests
zbMATH Keywords: destructive value
zbMATH Keywords: constructive value
zbMATH Keywords: specification errors
zbMATH Keywords: sequences of local alternatives
zbMATH Keywords: examples
zbMATH Keywords: simulation evidence
zbMATH Keywords: finite sample behaviour
describes a project that uses: Microfit
MaRDI profile type: Publication
full work available at URL: 0378-3758(95)00039-9
OpenAlex ID: W2046833065
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description: scientific article; zbMATH DE number 906601