Tests for model specification in the presence of alternative hypotheses
type: Item
instance of: scholarly article
title: Tests for model specification in the presence of alternative hypotheses
zbMATH Open document ID: 0518.62090
DOI: 10.1016/0304-4076(83)90119-7
author: James G. Mackinnon
author: Halbert White
author: Russell Davidson
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62H15
zbMATH DE Number: 3820965
zbMATH Keywords: model specification
zbMATH Keywords: lagged dependent variables
zbMATH Keywords: testing non-nested linear regression models
zbMATH Keywords: two-stage least squares
zbMATH Keywords: martingale central limit theorem
MaRDI profile type: Publication
full work available at URL: 0304-4076(83)90119-7
OpenAlex ID: W2126015733
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Wikidata QID: Q127487948
description: scientific article; zbMATH DE number 3820965