Pages that link to "Item:Q1918128"

The following pages link to Misspecification tests and their uses in econometrics (Q1918128):

Displaying 28 items.

• Detecting and testing causality in linear econometric models (Q145819) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• On the statistical identification of DSGE models (Q302169) (← links)
• Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
• Testing lumpability for marginal discrete hidden Markov models (Q635941) (← links)
• On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (Q955145) (← links)
• Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
• Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
• On the Lagrange multiplier test for spatial correlation in econometric models (Q1291189) (← links)
• Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
• Firm behavior under input rationing (Q1318973) (← links)
• Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models (Q1327961) (← links)
• Stochastic specification in random production models of cost-minimizing firms (Q1347101) (← links)
• The distribution of a Lagrange multiplier test of normality (Q1350541) (← links)
• Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326) (← links)
• Glejser's test revisited (Q1580345) (← links)
• A test for constant correlations in a multivariate GARCH model (Q1584770) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Option-implied volatility spillover indices for FX risk factors (Q1782312) (← links)
• Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
• Misspecification tests and their uses in econometrics (Q1918128) (← links)
• Limited information estimation and testing subject to linear constraints (Q1918159) (← links)
• Tests of transformation in nonlinear regression (Q1927569) (← links)
• A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
• Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data (Q2006892) (← links)
• Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
• A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
• Keep it simple: on specific-to-general predictor selection for time series forecasting in the short, medium and long run (Q3087825) (← links)