Model Specification Tests Based on Artificial Linear Regressions (Q3217504)
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scientific article; zbMATH DE number 3883479
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Model Specification Tests Based on Artificial Linear Regressions |
scientific article; zbMATH DE number 3883479 |
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Model Specification Tests Based on Artificial Linear Regressions (English)
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1984
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model specification tests
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Lagrange multiplier tests
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misspecification
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artificial linear regression
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covariance matrix estimates
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nonlinear maximization algorithm
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0.934966206550598
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0.8001934885978699
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0.7976385951042175
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0.7948659658432007
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0.7947622537612915
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