The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Year of publication: |
2001-12-05
|
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Authors: | Leung, Siu Fai ; Yu, Shihti |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 26.2001, 4, p. 721-726
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | RESET | Autocorrelation | Spurious Relationship | Monte Carlo Simulation |
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