On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the application of robust, regression-based diagnostics to models of conditional means and conditional variances |
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On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (English)
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1991
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Lagrange multiplier test
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nonnested hypotheses tests
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Hausman tests
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robust, regression-based diagnostics
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nonlinear models
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conditional means
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conditional variances
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cross-section
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time-series
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correct asymptotic size
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incompletely specified dynamics
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