Testing Linear and Log-Linear Regressions for Functional Form

DOI10.2307/2297160zbMath0471.62110OpenAlexW2021335424MaRDI QIDQ3925057

Michael Wickens, Leslie G. Godfrey

Publication date: 1981

Published in: The 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

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

Related Items (15)

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

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