How effective are the reset tests for omitted variables

DOI10.1080/03610920008832521zbMath1110.62328OpenAlexW2063117413MaRDI QIDQ4550607

Shihti Yu, Siu Fai Leung

Publication date: 26 August 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920008832521

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001

Cites Work

• Misspecification tests and their uses in econometrics
• Differencing as a Test of Specification
• A Comparison of Several Specification Error Tests for a General Alternative
• Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests
• Some Properties of Tests for Specification Error in a Linear Regression Model
• The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
• A Monte Carlo Study of Some Small Sample Properties of Tests for Specification Error
• Maximum Likelihood Estimation of Misspecified Models

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