Tests for model specification in the presence of alternative hypotheses

DOI10.1016/0304-4076(83)90119-7zbMath0518.62090OpenAlexW2126015733WikidataQ127487948 ScholiaQ127487948MaRDI QIDQ1054112

Halbert White, Russell Davidson, James G. MacKinnon

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90119-7

zbMATH Keywords

model specificationtwo-stage least squaresmartingale central limit theoremlagged dependent variablestesting non-nested linear regression models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

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