The Sensitivity of Some General Checks to Omitted Variables in the Linear Model

DOI10.2307/2527066MaRDI QIDQ4301666zbMATH OpenOpenAlexFDO

Authors L. G. Godfrey, Chris D. Orme

Publication date 14 August 1994

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527066

zbMATH Keywords

asymptotic analysisinformation matrix testlinear modelsmisspecification teststest for heteroskedasticitytesting for normality

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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