Maximum Likelihood Estimation of Misspecified Models.

White, H. (1982). Maximum Likelihood Estimation of Misspecified Models. Econometrica, 50(1), 1-25.

Type

Journal article

Intellectual base

Primary research

Year

1982

DOI

10.2307/1912526

Link

https://doi.org/10.2307/1912526

Cited by

1 citation across 1 artifact.

Domain-specific

• Information matrix test
  • Rejection indicates that at least one maintained distributional or functional-form condition is inconsistent with the data-generating process.

Verification

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Registry ID ref:9f21dd7ece82 · see in the full table