Diagnostic testing and evaluation of maximum likelihood models

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18.4K citations

Social Sciences, Economics, Causal Inference +15

The Advanced Theory of Statistics.

G. M. Clarke, M. G. Kendall, A. Stuart · Journal of the Royal Statistical Society Series A (General) · 1978 · 6.7K citations

Natural Sciences, Mathematics, Physics +12

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

Natural Sciences, Biostatistics, Probability Theory +11

Maximum Likelihood Estimation of Misspecified Models

Halbert White · Econometrica · 1982 · 4.1K citations

Business, Biostatistics, Econometrics +16

Maximum Likelihood Estimation of Misspecified Models

Halbert White · Econometrica · 1983 · 3.8K citations

Business, Biostatistics, Econometrics +16