Specification testing and quasi-maximum- likelihood estimation
Data up to Jan 2025
Total Citations Per Year
Abstract
References (24)
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
1980 • 25,774 citations
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
1982 • 19,770 citations
Specification Tests in Econometrics
1978 • 17,234 citations
Large Sample Properties of Generalized Method of Moments Estimators
1982 • 13,306 citations
Maximum Likelihood Estimation of Misspecified Models
1982 • 3,838 citations
Maximum Likelihood Estimation of Misspecified Models
1983 • 3,727 citations
Econometric Models for Count Data with an Application to the Patents-R & D Relationship
1984 • 3,400 citations
Several Tests for Model Specification in the Presence of Alternative Hypotheses
1981 • 1,821 citations
Pseudo Maximum Likelihood Methods: Theory
1984 • 1,366 citations
Pseudo Maximum Likelihood Methods: Applications to Poisson Models
1984 • 1,035 citations
Generalized method of moments specification testing
1985 • 624 citations
Estimation, Inference and Specification Analysis.
1996 • 565 citations
Maximum Likelihood Specification Testing and Conditional Moment Tests
1985 • 538 citations
Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
1989 • 461 citations
Diagnostic testing and evaluation of maximum likelihood models
1985 • 385 citations
A Unified Approach to Robust, Regression-Based Specification Tests
1990 • 321 citations
Quasi-maximum likelihood estimation of dynamic models with time varying covariances
1988 • 168 citations
Specification testing in dynamic models
2008 • 126 citations
Tests of specification in econometrics
1984 • 120 citations
Heteroskedasticity-Robust Tests in Regressions Directions
1985 • 80 citations
Heteroskedasticity-Robust Tests in Regression Directions
1985 • 73 citations
A heteroscedasticity-consistent covariance matrix estimator for time series regressions
1983 • 54 citations
Specification Testing in Dynamic Models
1998 • 20 citations
Seminonparametric Estimation Of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
1988 • 5 citations