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Specifying and diagnostically testing econometric models
Stokes, Houston H. - 1991
Persistent link: https://www.econbiz.de/10000817455
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Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
Godfrey, L. G. - 1988
Persistent link: https://www.econbiz.de/10000763901
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Using bivariate autoregressive representations in testing exact expectations relations
Lévy, Emile; Nobay, A. Robert - 1987
Persistent link: https://www.econbiz.de/10000766182
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An umbrella test for first order misspecification
Kmenta, Jan; Sedo, Stanley Anthony - 1992
Persistent link: https://www.econbiz.de/10000872786
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On asymptotically exact testing of nonparametric hypotheses
Lepskii, Oleg V. - 1993
Persistent link: https://www.econbiz.de/10000875387
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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855
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Consistent tests for the encompassing hypothesis
Smith, Richard J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880463
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A large sample normality test
Bera, Anil K.; Ng, Pin T. - 1993
Persistent link: https://www.econbiz.de/10000880794
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The moving-estimates test for parameter stability
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880879
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Testing, confidence regions, model selection, and asymptotic theory
Gourieroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000551235