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Local Asymptotic Specification Error Analysis

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  • Kiefer, Nicholas M
  • Skoog, Gary R

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  • Kiefer, Nicholas M & Skoog, Gary R, 1984. "Local Asymptotic Specification Error Analysis," Econometrica, Econometric Society, vol. 52(4), pages 873-885, July.
    • Handle: RePEc:ecm:emetrp:v:52:y:1984:i:4:p:873-85
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    Citations

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    Cited by:

    1. Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
    2. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
    3. Francisco J. Gil & Maria Jesus Martin & Angel Serrat, 1994. "Movilidad en el mercado de trabajo en España: un análisis econométrico de duración con riesgos en competencia," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 517-537, September.
    4. M. Nooi Asl & H. Bevrani & R. Arabi Belaghi & K. Mansson, 2021. "Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data," Statistical Papers, Springer, vol. 62(2), pages 1043-1085, April.
    5. Klein, Tobias J., 2010. "Heterogeneous treatment effects: Instrumental variables without monotonicity?," Journal of Econometrics, Elsevier, vol. 155(2), pages 99-116, April.
    6. Manolopoulos, Dimitris & Papanastassiou, Marina & Pearce, Robert, 2005. "Technology sourcing in multinational enterprises and the roles of subsidiaries: An empirical investigation," International Business Review, Elsevier, vol. 14(3), pages 249-267, June.
    7. West, Kenneth D., 1986. "Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons," Journal of Econometrics, Elsevier, vol. 33(3), pages 367-385, December.
    8. Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
    9. Godfrey, Leslie G., 1998. "Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results," Journal of Econometrics, Elsevier, vol. 82(2), pages 197-207, February.
    10. Carlsson, Fredrik & Johansson-Stenman, Olof, 2006. "Should We Trust Hypothetical Referenda? Test and Identification Problems," Working Papers in Economics 189, University of Gothenburg, Department of Economics, revised 24 Jan 2006.
    11. Carlsson, Fredrik & Johansson-Stenman, Olof, 2010. "Scale factors and hypothetical referenda: A clarifying note," Journal of Environmental Economics and Management, Elsevier, vol. 59(3), pages 286-292, May.
    12. Franco Peracchi, 1988. "Robust M-Estimators," UCLA Economics Working Papers 477, UCLA Department of Economics.
    13. James R. Brown, 2005. "Venture Capital and Firm Performance Over the Long-Run: Evidence from High-Tech IPOs in the United States," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 10(3), pages 1-33, Fall.
    14. Ahmed, S. Ejaz & Nicol, Christopher J., 2012. "An application of shrinkage estimation to the nonlinear regression model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3309-3321.

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