@article{NEWE:85,
 ISSN = {00129682, 14680262},
 URL = {https://www.jstor.org/stable/1911011},
 abstract = {This paper examines the detection of misspecification in the context of maximum likelihood models. The power properties of specification tests based on moment conditions are explicitly considered. Tests of conditional moment restrictions are also discussed and are shown to be particularly useful when exogenous variables are present. The form of optimal conditional moment tests is presented. The general results are then applied to specification tests for probit.},
 author = {Whitney K. Newey},
 journal = {Econometrica},
 number = {5},
 pages = {1047--1070},
 publisher = {[Wiley, Econometric Society]},
 title = {Maximum Likelihood Specification Testing and Conditional Moment Tests},
 volume = {53},
 year = {1985}
}

@article{TAUC:85,
title = {Diagnostic testing and evaluation of maximum likelihood models},
journal = {Journal of Econometrics},
volume = {30},
number = {1},
pages = {415-443},
year = {1985},
issn = {0304-4076},
doi = {https://doi.org/10.1016/0304-4076(85)90149-6},
url = {https://www.sciencedirect.com/science/article/pii/0304407685901496},
author = {George Tauchen},
abstract = {The paper develops a unified theory of likelihood
                  specification testing based on M-estimators of
                  auxiliary parameters. The theory is sufficiently
                  general to encompass a wide class of specification
                  tests including moment-based tests, Pearson-type
                  goodness of fit tests, the information matrix test,
                  and the Cox test. The paper also presents a
                  framework based on Frechet differentiation for
                  determining the effects of misspecification on the
                  almost sure limits of parameter estimates and
                  specification test statistics.}
}

@article{WELL:03,
 ISSN = {08837252, 10991255},
 URL = {https://www.jstor.org/stable/30035205},
 abstract = {Modern econometrics stresses the diagnostic testing of estimated models as an important part of the modelbuilding process. In a survey article published in this journal (Pagan and Vella, 1989), methods for testing the validity of the assumptions underlying the censored regression of the Tobit model were presented. This paper questions the numerical results presented there. Indeed, my results concerning the tests when applied to Fair's well-known model for infidelity (1978) are the opposite of those presented in this journal.},
 author = {Curt Wells},
 journal = {Journal of Applied Econometrics},
 number = {2},
 pages = {237--239},
 publisher = {Wiley},
 title = {Retesting Fair's (1978) Model on Infidelity},
 volume = {18},
 year = {2003}
}

@article{PAGA:VELL:89,
 ISSN = {08837252, 10991255},
 URL = {https://www.jstor.org/stable/2096593},
 abstract = {This paper surveys the growing literature on diagnostic testing of models based on unit record data. We argue that while many of these tests are produced in a Lagrange multiplier framework they are often more readily derived, and more easily applied, if approached from the conditional moment testing view of Newey (1985) and Tauchen (1985). In addition we propose some new tests based on comparisons of parametric estimators with nonparametric estimators which are consistent under certain forms of misspecification. To illustrate the utility of the tests we employ them in the examination of some existing published studies.},
 author = {Adrian Pagan and Frank Vella},
 journal = {Journal of Applied Econometrics},
 number = {},
 pages = {S29--S59},
 publisher = {Wiley},
 title = {Diagnostic Tests for Models Based on Individual Data: A Survey},
 volume = {4},
 year = {1989}
}

