Student or educator? Sign up with your school email and get 6 months of Pro free.
CoChat
Sign Up
Cited by 356

The DOI matches its Crossref record; 55 of the 55 references it cites were found in a registry or an index.

Diagnostic tests for models based on individual data: A survey

Pagan, Adrian, Vella, Frank·1989·Journal of Applied Econometrics
DOI 10.1002/jae.3950040504
Open this paper in CoChat — free account

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.

Overview

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Integrity signals

Registry

Crossref · 10.1002/jae.3950040504

Cites

55 of 55 references verified0 citation errors · 0 not checkable

Statistics

Verification

Claims the paper makes

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Self-check

Percentages, sums and reported differences re-computed from the paper’s own numbers.

The self-check needs the paper’s full text.

Citations

Cites

Show all 55 references

Cited by

See all 356

Metadata

Authors
Pagan, A., & Vella, F.
Venue
Journal of Applied Econometrics
Publisher
Wiley
Published
1989-12
Volume
4
Issue
S1
Pages
S29-S59
ISSN
  • 0883-7252 (ISSN-L)
  • 1099-1255
DOI
10.1002/jae.3950040504
OpenAlex
W2079923236
Cited by
356
References
55
FWCI
17.12
Type
journal article
Language
en
Open access
closed

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review

How to cite

Cite CoChat for the checks on this page, and the paper for its own findings.

This page
CoChat. (2026). Citation check: Diagnostic tests for models based on individual data: A survey. https://app.cochat.ai/papers/10.1002/jae.3950040504
The paper
Pagan, A., & Vella, F. (1989). Diagnostic tests for models based on individual data: A survey. Journal of Applied Econometrics. https://doi.org/10.1002/jae.3950040504

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.