Fiche du document
- ISIDORE Id: 10670/1.1a8a0e...
- hal: hal-01684821
- doi: 10.1111/caje.12309
Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.1111/caje.12309
info:eu-repo/semantics/OpenAccess
Sujets proches
Mechanical properties testingCiter ce document
Russell Davidson et al., « Advances in specification testing », HAL SHS (Sciences de l’Homme et de la Société), ID : 10.1111/caje.12309
Métriques
Partage / Export
Résumé
Testing the specification of econometric models has come a long way from the t tests and F tests of the classical normal linear model. In this paper, we trace the broad outlines of the development of specification testing, along the way discussing the role of structural versus purely statistical models. Inferential procedures have had to advance in tandem with techniques of estimation, and so we discuss the generalized method of moments, non parametric inference, empirical likelihood and estimating functions. Mention is made of some recent literature, in particular, of weak instruments, non parametric identification and the bootstrap.
