Testing Linear and Log-Linear Regressions for Functional Form

DOI10.2307/2297160MaRDI QIDQ3925057zbMATH OpenOpenAlexFDO

Authors L. G. Godfrey, Michael Wickens

Publication date 1981

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297160

zbMATH Keywords

Lagrange multiplier test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(15)

• Double-length regressions for linear and log-linear regressions with AR(1) disturbances
• Testing linear and loglinear error components regressions against Box-Cox alternatives
• Specification testing in Markov-switching time-series models
• Applying estimated score tests in econometrics
• A note on variable addition tests for linear and log-linear models
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
• Robust and efficient specification tests in Markov-switching autoregressive models
• Generalized LM tests for functional form and heteroscedasticity
• Small sample properties of alternative forms of the Lagrange multiplier test
• Testing linear and log-linear regressions with autocorrelated errors
• Testing for linear and log-linear regressions with heteroscedasticity
• Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors
• Exact testing in multivariate regression
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results
• A non-nested test of level-differenced versus log-differenced stationary models

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