Distributional specification tests against semiparametric alternatives
type: Item
instance of: scholarly article
title: Distributional specification tests against semiparametric alternatives
zbMATH Open document ID: 0722.62068
DOI: 10.1016/0304-4076(91)90083-P
author: Simon Peters
author: Richard J. Smith
published in: Journal of Econometrics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 4190967
zbMATH Keywords: semiparametric estimation
zbMATH Keywords: distributional specification tests
zbMATH Keywords: Lagrange multiplier versions
zbMATH Keywords: Hausmann test
zbMATH Keywords: limited dependent variable models
zbMATH Keywords: first derivatives of semiparametric criterion functions
zbMATH Keywords: robust estimation
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: Monte Carlo results
zbMATH Keywords: Tobit model
MaRDI profile type: Publication
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cites work: Q5645536
cites work: Tests of specification in econometrics
cites work: Maximum Likelihood Estimation of Misspecified Models
cites work: Q4029493
full work available at URL: 0304-4076(91)90083-p
OpenAlex ID: W1965529353
description: scientific article; zbMATH DE number 4190967