Diagnostic tests as residual analysis
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Summary
It is shown that most existing tests can be derived in this way from a few elementary principles of specification analysis, and one advantage of this alternative methodology is that it highlights some difficulties in existing approaches and simultaneously indicates a resolution of them.
- Type
- article
- Published
- 1983-01-01
- Cited by
- 457
- References
- 53
- OpenAlex
- https://openalex.org/W1977527537
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:120210342
Keywords
Residual, Computer science, Algorithm
References
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- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Testing for Serial Correlation in Dynamic Simultaneous Equation Models
- The econometric approach to business-cycle analysis reconsidered
- Asymptotic Theory of Least Absolute Error Regression
- Tests of equality between sets of coefficients in two linear regressions (econometrics voi 28
- An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model
- Differencing as a Test of Specification
- Testing for Fourth Order Autocorrelation in Qtrly Regression Equations
- Testing for heteroscedasticity in simultaneous equation models
- A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables
- A note on a heteroscedastic model
- Nonlinear methods in econometrics
- An introduction to bilinear time series models
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