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Chapter 36 Large sample estimation and hypothesis testing
article published in 1994
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title
Chapter 36 Large sample estimation and hypothesis testing
(English)
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main subject
hypothesis testing
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author
Daniel McFadden
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Daniel McFadden
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Whitney K. Newey
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publication date
1994
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published in
Handbook of Econometrics
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page(s)
2111-2245
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cites work
Regression Analysis when the Dependent Variable Is Truncated Normal
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Cox's Regression Model for Counting Processes: A Large Sample Study
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Adapting for Heteroscedasticity in Linear Models
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On the Mathematical Foundations of Theoretical Statistics
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Pseudo Maximum Likelihood Methods: Theory
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Large Sample Properties of Generalized Method of Moments Estimators
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Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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Specification Tests in Econometrics
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Specification Tests for the Multinomial Logit Model
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Robust Estimation of a Location Parameter
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Asymptotic Properties of Non-Linear Least Squares Estimators
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A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
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Generalized method of moments specification testing
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Uniform Convergence in Probability and Stochastic Equicontinuity
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Asymmetric Least Squares Estimation and Testing
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Hypothesis Testing with Efficient Method of Moments Estimation
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Least absolute deviations estimation for the censored regression model
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Adaptive Maximum Likelihood Estimators of a Location Parameter
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Note on the Consistency of the Maximum Likelihood Estimate
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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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Maximum Likelihood Estimation of Misspecified Models
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A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
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10.1016/S1573-4412(05)80005-4
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