An observation on regression-based specification tests

DOI10.1080/03610929908832365zbMath0941.62067OpenAlexW2085372499MaRDI QIDQ4266718

Mark Kamstra

Publication date: 10 August 2000

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832365

zbMATH Keywords

specificationLagrange multiplier testomission of regressors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Cites Work

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• A note on Studentizing a test for heteroscedasticity
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Spurious Periodicity in Inappropriately Detrended Time Series

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