Model specification tests. A simultaneous approach (Q1053408): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3850329 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5538617 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5799101 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pooling as a Specification Error: A Comment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3340000 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for multiplicative heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Specification Tests in Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Test for Normality of Observations and Regression Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5629004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Studentizing a test for heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint estimation and testing for functional form and heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5533714 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differencing as a Test of Specification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5570567 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5791397 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3719691 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and testing for functional form and autocorrelation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Properties of Tests for Specification Error in a Linear Regression Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using Least Squares to Approximate Unknown Regression Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consequences and Detection of Misspecified Nonlinear Regression Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Misspecified Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Large-Sample Tests for Nonnormality in the Linear Regression Model / rank
 
Normal rank

Latest revision as of 09:54, 14 June 2024

scientific article
Language Label Description Also known as
English
Model specification tests. A simultaneous approach
scientific article

    Statements

    Model specification tests. A simultaneous approach (English)
    0 references
    0 references
    0 references
    1982
    0 references
    0 references
    0 references
    0 references
    0 references
    model specification tests
    0 references
    simultaneous approach
    0 references
    Lagrange multiplier principle
    0 references
    homoscedasticity
    0 references
    normality
    0 references
    serial independence
    0 references
    robustness
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references