Chapter 36 Large sample estimation and hypothesis testing
- 1 January 1994
- book chapter
- Published by Elsevier
- p. 2111-2245
- https://doi.org/10.1016/s1573-4412(05)80005-4
Abstract
No abstract availableKeywords
This publication has 66 references indexed in Scilit:
- Specification testing when score test statistics are identically zeroJournal of Econometrics, 1986
- Least absolute deviations estimation for the censored regression modelJournal of Econometrics, 1984
- Convenient specification tests for logit and probit modelsJournal of Econometrics, 1984
- Cox's Regression Model for Counting Processes: A Large Sample StudyThe Annals of Statistics, 1982
- On Adaptive EstimationThe Annals of Statistics, 1982
- On the behavior of inconsistent instrumental variable estimatorsJournal of Econometrics, 1982
- Consequences and Detection of Misspecified Nonlinear Regression ModelsJournal of the American Statistical Association, 1981
- Concavity of the Log LikelihoodJournal of the American Statistical Association, 1981
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- Maximum score estimation of the stochastic utility model of choiceJournal of Econometrics, 1975