MAXIMUM-LIKELIHOOD ESTIMATION OF MISSPECIFIED MODELS

[1] A COMPARISON OF THE INFORMATION AND POSTERIOR PROBABILITY CRITERIA FOR MODEL SELECTION [J]. JOURNAL OF ECONOMETRICS, 1981, 16 (01) : 21 - 33

[2] CHOW GC, 1981, 1979 P EC SOC EUR M, P199

[3] CHOW GC, 1981, LARGE SCALE MACRO EC, P423

[4] THE LAGRANGIAN MULTIPLIER TEST [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (02): : 389 - 407

[5] MAXIMUM-LIKELIHOOD ESTIMATION OF MIS-SPECIFIED MODELS [J]. ECONOMETRICA, 1982, 50 (01) : 1 - 25

[1] A COMPARISON OF THE INFORMATION AND POSTERIOR PROBABILITY CRITERIA FOR MODEL SELECTION [J]. JOURNAL OF ECONOMETRICS, 1981, 16 (01) : 21 - 33

[2] CHOW GC, 1981, 1979 P EC SOC EUR M, P199

[3] CHOW GC, 1981, LARGE SCALE MACRO EC, P423

[4] THE LAGRANGIAN MULTIPLIER TEST [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (02): : 389 - 407

[5] MAXIMUM-LIKELIHOOD ESTIMATION OF MIS-SPECIFIED MODELS [J]. ECONOMETRICA, 1982, 50 (01) : 1 - 25