{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,10,30]],"date-time":"2023-10-30T10:47:52Z","timestamp":1698662872692},"reference-count":11,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5369,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,6]]},"abstract":"<jats:p>In this comment on Gurmu and Trivedi's \u201cVariable Augmentation Specification Tests in the Linear Exponential Family,\u201d I show how their generalized linear model (GLM) approach relates to other work in econometrics on specification testing in the linear exponential family. In addition to shedding light on the relationship between the statistics and econometrics literatures on testing in quasi-likelihood frameworks, this comparison reveals some important limitations of GLM as a general framework for devising specification tests.<\/jats:p>","DOI":"10.1017\/s0266466600008471","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:43:23Z","timestamp":1236699803000},"page":"409-418","source":"Crossref","is-referenced-by-count":2,"title":["On the Limits of Glm for Specification Testing: A Comment on Gurmu and Trivedi"],"prefix":"10.1017","volume":"10","author":[{"given":"Jeffrey M.","family":"Wooldridge","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600008471_ref011","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(91)90031-8"},{"key":"S0266466600008471_ref010","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(91)90076-P"},{"key":"S0266466600008471_ref007","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/74.2.247"},{"key":"S0266466600008471_ref004","doi-asserted-by":"publisher","DOI":"10.2307\/1913472"},{"key":"S0266466600008471_ref005","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600007350"},{"key":"S0266466600008471_ref009","first-page":"439","article-title":"Quasi-likelihood functions, generalized linear models and the Gauss-Newton method","volume":"61","author":"Wedderburn","year":"1974","journal-title":"Biometrika"},{"key":"S0266466600008471_ref001","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(84)90001-0"},{"key":"S0266466600008471_ref002","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1986.10478327"},{"key":"S0266466600008471_ref006","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4899-3242-6"},{"key":"S0266466600008471_ref003","doi-asserted-by":"crossref","first-page":"775","DOI":"10.1016\/S1573-4412(84)02005-5","volume-title":"Handbook of Econometrics","volume":"II","author":"Engle","year":"1984"},{"key":"S0266466600008471_ref008","doi-asserted-by":"publisher","DOI":"10.2307\/2344614"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600008471","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,15]],"date-time":"2019-05-15T03:52:53Z","timestamp":1557892373000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600008471\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,6]]},"references-count":11,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1994,6]]}},"alternative-id":["S0266466600008471"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600008471","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1994,6]]}}}