Detecting Latent Variable Non-normality Through the Generalized Hausman Test
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-27781-8_10
Reference19 articles.
1. Bartholomew, D. J., Knott, M., & Moustaki, I. (2011). Latent variable models and factor analysis: A unified approach (3rd ed.). Wiley.
2. Bartolucci, F., Bacci, S., & Pigini, C. (2017). Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data. Econometrics and Statistics, 3, 112–131.
3. Cramér, H. (1946). Mathematical methods of statistics. Princeton University Press.
4. Gallant, A. R., & Nychka, D. W. (1987). Semi-nonparametric maximum likelihood estimation. Econometrica, 55(2), 363–390.
5. Gallant, A. R., & Tauchen, G. (1989). Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications. Econometrica, 57(5), 1091–1120.
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