TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS

DOI10.1081/STA-100002137MaRDI QIDQ4540607zbMATH OpenFDO

Authors Neil H. Timm, Ali A. al-Subaihi

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Recommendations

• Model specification tests against non-nested alternatives
• One-sided tests for independence of seemingly unrelated regression equations
• An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model
• Bayesian and Non-Bayesian Tests of Independence in Seemingly Unrelated Regressions
• A test for spatial autocorrelation in seemingly unrelated regressions

Cites work

• scientific article; zbMATH DE number 458722 (Why is no real title available?)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Alternative procedures and associated tests of significance for non- nested hypotheses
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Extensions of the General Linear Hypothesis Model
• General definition and decomposition of projectors and some applications to statistical problems
• Nonlinear models, rescaling and test invariance
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Testing Non-Nested Nonlinear Regression Models
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• The significance of testing empirical non-nested models

Cited in

(6)

• A test for adequency of the regression model with application to data concerning the Caspian Sea
• Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
• An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model
• Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
• Consistent model specification tests
• A loss function approach to model specification testing and its relative efficiency

This page was built for publication: TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540607)