Testing strategies for model specification

DOI10.1016/0096-3003(86)90007-XzbMath0606.62131OpenAlexW1979254790MaRDI QIDQ1084825

Jan F. Kiviet, Garry D. A. Phillips

Publication date: 1986

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(86)90007-x

zbMATH Keywords

Lagrange multiplierheteroscedasticityWald testspecification testslikelihood-ratio testmisspecification testsserially correlated errorsmarginal testseconometric analysis of time seriesNeyman- Pearson theorynonnormality of disturbancesoverall type I errorrepeated testingtest procedures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Economic time series analysis (91B84)

Related Items (3)

Estimating simultaneous equations models by a simulation technique ⋮ On Wald tests for globally and locally quadratic restrictions ⋮ Local sensitivity and diagnostic tests

Cites Work

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