Testing for functional misspecification in regression analysis

DOI10.1016/0304-4076(77)90057-4zbMath0358.62050OpenAlexW2089880642MaRDI QIDQ1238385

Patrick Collier, Andrew C. Harvey

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90057-4

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Related Items (9)

Testing for linearity in simple regression models ⋮ Recursive estimation in econometrics ⋮ Testing for lack of fit in regression - a review ⋮ Estimating switching regressions: a computational note ⋮ Residuals in tests for adequacy of regression relationships ⋮ Recursive stability analysis of linear regression relationships. An exploratory methodology ⋮ Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models ⋮ Some properties of inferences in misspecified linear models ⋮ Linear unbiased approximators of the disturbances in the standard linear model

Cites Work

• A comparison of the power of some tests for heteroskedasticity in the general linear model
• A Simple Test for Serial Correlation in Regression Analysis
• Computing the distribution of quadratic forms in normal variables
• Testing for Serial Correlation after Least Squares Regression
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