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Bibliography

1
Lehmann, E.L. (1959) Testing Statistical Hypotheses Wiley.

2
Godfrey, L.G. (1988) Misspecification Tests in Econometrics: The Lagrange Principle and Other Approaches Cambridge University Press.

3
Engle, R. (1984) ``Wald, Likelihood Ratio and Lagrange Multiplier Tests in Econometrics'' Handbook of Econometrics Volume 2, 775-826.

4
Gourieroux, C. and A. Monfort (1994) ``Testing Non-Nested Hypotheses'' in R. Engle and D. McFadden (eds.) Handbook of Econometrics volume 4, Elsevier, Amsterdam.

5
Andrews, D. (1988) ``Chi-Square Diagnostic Tests for Econometric Models'' Journal of Econometrics 37 135-156.

6
Andrews, D. (1988) ``Chi-Square Diagnostic Tests for Econometric Models: Theory'' Econometrica 56 1419-1453.

7
Breusch, T.S. and A.R. Pagan (1980) ``The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics'' Review of Economic Studies XI VII 239-253.

8
Engle, R. (1982) ``A General Approach to Lagrange Multiplier Model Diagnostics'' Journal of Econometrics 20 83-104.

9
Pagan, A. and A.D. Hall (1983) ``Diagnostic Tests as Residual Analysis'' Econometric Reviews 2 159-218.

10
Bierens, H. (1990) ``A Consistent Conditional Moment Test of Functional Form'' Econometrica 58-6 1443-1458.

11
White, H. (1987) ``Specification Testing in Dynamic Models'' in T. Bewley (ed.) Advances in Econometrics Cambridge University Press.

12
Hausman, J. (1978) ``Specification Tests in Econometrics'' Econometrica 46 1251-1271.

13
Holly, A. (1982) ``A Remark on Hausman's Specification Test'' Econometrica 50 749-759.

14
MacKinnon, J.G. (1983) ``Model Specification Tests Against Non-Nested Alternatives'' Econometric Reviews 2 85-110.

15
Tauchen, G. (1985) ``Diagnostic Testing and Evaluation of Maximum Likelihood Models'' Journal of Econometrics 30 415-443.

16
Newey, W.K. (1985) ``Maximum Likelihood Specification Testing and Conditional Moment Tests'' Econometrica 53 1047-1070.

17
Newey, W.K. (1985) ``Generalized Method of Moments Specification Testing'' Journal of Econometrics 29 229-256.

18
Ruud, P.A. (1984) ``Tests of Specification in Econometrics'' Econometric Reviews 3 211-242.

Efficiency Bounds



John Rust
2001-01-09