Econometric profiles of testing of statistical hypotheses: model specification tests

MaRDI QIDQ3565329zbMATH OpenFDO

Authors Mario Faliva, Maria Grazia Zoia

Publication date 3 June 2010

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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(12)

• ARMAX model specification testing, with an application to unemployment in the Netherlands
• Specifying and testing econometric models for rank-ordered data
• Pitfalls of significance testing and \(p\)-value variability: an econometrics perspective
• Specification testing when score test statistics are identically zero
• On theory testing in econometrics. Modeling with nonexperimental data
• Misspecification tests and their uses in econometrics
• scientific article; zbMATH DE number 3848473 (Why is no real title available?)
• The econometrics of mean‐variance efficiency tests: a survey
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• Specification Tests in Econometrics
• Econometric Model Specification
• Annals of econometrics. Studies in estimation and testing. 5th conference, Camp econometrics, Univ. of Southern California, Catalina Island, CA, USA, May 1998

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