Diagnostic testing and evaluation of maximum likelihood models

This publication has 15 references indexed in Scilit:

• The X^2 Goodness of Fit Statistic for Models with Parameters Estimated from Microdata
  Econometrica, 1984
• The Covariance Matrix of the Information Matrix Test
  Econometrica, 1984
• Local Asymptotic Specification Error Analysis
  Econometrica, 1984
• Model Specification Tests Based on Artificial Linear Regressions
  International Economic Review, 1984
• The Price Variability-Volume Relationship on Speculative Markets
  Econometrica, 1983
• A general approach to lagrange multiplier model diagnostics
  Journal of Econometrics, 1982
• On the Consistency of Nonlinear FIML
  Econometrica, 1982
• On unification of the asymptotic theory of nonlinear econometric models
  Econometric Reviews, 1982
• Maximum Likelihood Estimation of Misspecified Models
  Econometrica, 1982
• Specification Tests in Econometrics
  Econometrica, 1978