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The IOS Test for Model Misspecification

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  • Presnell, Brett
  • Boos, Dennis D.

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  • Presnell, Brett & Boos, Dennis D., 2004. "The IOS Test for Model Misspecification," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 216-227, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:216-227
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    Cited by:

    1. Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016. "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, vol. 193(1), pages 215-233.
    2. Zhang, Shulin & Song, Peter X.-K. & Shi, Daimin & Zhou, Qian M., 2012. "Information ratio test for model misspecification on parametric structures in stochastic diffusion models," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3975-3987.
    3. Brathwaite, Timothy & Walker, Joan L., 2018. "Asymmetric, closed-form, finite-parameter models of multinomial choice," Journal of choice modelling, Elsevier, vol. 29(C), pages 78-112.
    4. Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, vol. 207(1), pages 237-260.
    5. Schepsmeier, Ulf, 2015. "Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review," Journal of Multivariate Analysis, Elsevier, vol. 138(C), pages 34-52.
    6. Tsung-Shan Tsou & Wan-Chen Chen, 2013. "Estimation of intra-cluster correlation coefficient via the failure of Bartlett’s second identity," Computational Statistics, Springer, vol. 28(4), pages 1681-1698, August.
    7. Shulin Zhang & Qian M. Zhou & Huazhen Lin, 2021. "Goodness-of-fit test of copula functions for semi-parametric univariate time series models," Statistical Papers, Springer, vol. 62(4), pages 1697-1721, August.
    8. Richard M. Golden & Steven S. Henley & Halbert White & T. Michael Kashner, 2016. "Generalized Information Matrix Tests for Detecting Model Misspecification," Econometrics, MDPI, vol. 4(4), pages 1-24, November.

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