Generalised residuals
- 1 January 1987
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 34 (1-2), 5-32
- https://doi.org/10.1016/0304-4076(87)90065-0
Abstract
This paper proposes a definition of generalised residuals for a large class of non-linear econometric models. These residuals are shown to have properties similar to those of the familiar residuals in the linear model and to be useful in many hypothesis testing problems.Keywords
This publication has 9 references indexed in Scilit:
- Testing the normality assumption in multivariate simultaneous limited dependent variable modelsJournal of Econometrics, 1987
- Residual analysis in the grouped and censored normal linear modelJournal of Econometrics, 1987
- Selection criteria for a microeconometric model of labour supplyJournal of Applied Econometrics, 1986
- A General Approach to Serial CorrelationEconometric Theory, 1985
- Some Tests for Misspecification in Bivariate Limited Dependent Variables ModelsAnnales de L'insee, 1985
- Tests de spécification dans les modèles dynamiquesAnnales de L'insee, 1985
- On Detecting the Failure of Distributional AssumptionsAnnales de L'insee, 1985
- Maximum Likelihood Estimation of Misspecified ModelsEconometrica, 1982
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent VariablesEconometrica, 1982