Diagnostic testing and evaluation of maximum likelihood models

作者： George Tauchen

DOI: 10.1016/0304-4076(85)90149-6

关键词: Exact test 、 Moment (mathematics) 、 Goldfeld–Quandt test 、 Likelihood-ratio test 、 Mathematics 、 Econometrics 、 Goodness of fit 、 Statistical hypothesis testing 、 Score test 、 Restricted maximum likelihood

摘要: … Diagnostic tests in this case would then have to be based on moments higher than the … The following three-step algorithm for diagnostic testing and model evaluation summarizes …

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