The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Year of publication: |
2001
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Authors: | Leung, Siu Fai ; Yu, Shihti |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 26.2001, 4, p. 721-726
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Subject: | Statistischer Test | Statistical test | Robustes Verfahren | Robust statistics | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation |
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