Model specification tests. A simultaneous approach
type: Item
instance of: scholarly article
title: Model specification tests. A simultaneous approach
zbMATH Open document ID: 0517.62108
DOI: 10.1016/0304-4076(82)90103-8
author: Anil K. Bera
author: Carlos M. Jarque
published in: Journal of Econometrics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J15
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 3818941
zbMATH Keywords: model specification tests
zbMATH Keywords: simultaneous approach
zbMATH Keywords: Lagrange multiplier principle
zbMATH Keywords: homoscedasticity
zbMATH Keywords: normality
zbMATH Keywords: serial independence
zbMATH Keywords: robustness
Wikidata QID: Q56806348
MaRDI profile type: Publication
full work available at URL: 0304-4076(82)90103-8
OpenAlex ID: W1489057355
cites work: Q3850329
cites work: Q5538617
cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation
cites work: The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
cites work: Q5799101
cites work: The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
cites work: Pooling as a Specification Error: A Comment
cites work: Q3340000
cites work: Testing for multiplicative heteroskedasticity
cites work: Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
cites work: Specification Tests in Econometrics
cites work: A Test for Normality of Observations and Regression Residuals
cites work: Q5629004
cites work: On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
cites work: A note on Studentizing a test for heteroscedasticity
cites work: Joint estimation and testing for functional form and heteroskedasticity
cites work: Q5533714
cites work: Differencing as a Test of Specification
cites work: Q5570567
cites work: Q5791397
cites work: Q3719691
cites work: Estimation and testing for functional form and autocorrelation
cites work: Some Properties of Tests for Specification Error in a Linear Regression Model
cites work: Using Least Squares to Approximate Unknown Regression Functions
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
cites work: Consequences and Detection of Misspecified Nonlinear Regression Models
cites work: Maximum Likelihood Estimation of Misspecified Models
cites work: Some Large-Sample Tests for Nonnormality in the Linear Regression Model
description: scientific article; zbMATH DE number 3818941