Since L. P. Hansen's (1982) seminal paper, the generalized method of moments (GMM) has become an increasingly important method for estimation and inference in econometrics. This paper examines semiparametric quasi-likelihood approaches. Essentially, these methods embed sample versions of the...

A unified approach to testing for distributional misspecification in parametric limited dependent variable models is described and discussed. The approach involves examining the significance of certain moment-type expressions. A form of the test statistic may be obtained as nR(superscript)2 from...