The effect of fat-tailed error terms on the properties of systemwise RESET test

DOI10.1080/02664760701683676zbMath1206.62115OpenAlexW1978941571MaRDI QIDQ3161669

Ghadban Khalaf, Ghazi Shukur, M. A. Alkhamisi

Publication date: 15 October 2010

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760701683676

zbMATH Keywords

small sample propertiesnon-normal error termssystemwise test of functional misspecification

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items

Detecting Model Misspecification in Inflated Beta Regressions ⋮ Goodness-of-link tests for multivariate regression models ⋮ Regression Analysis of Multivariate Fractional Data

Cites Work

• Testing autocorrelation in a system perspective testing autocorrelation

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