A specification test based on an Edgeworth expansior is proposed and some of its useful properties are noted. In particular the test has an important additivity property, in that a test for higher-order alternatives simply adds additional, asymptotically independent X2 variates to tests against lower order alternatives
Several procedures are proposed for testing the specification of an econometric model in the presenc...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
Statistical inference in the form of hypothesis tests and confidence intervals often assumes that th...
SIGLELD:9261.96(216) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
A crucial element in the development of econometric methodology during the past decade has been the ...
International audienceTesting the specification of econometric models has come a long way from the t...
International audienceTesting the specification of econometric models has come a long way from the t...
International audienceTesting the specification of econometric models has come a long way from the t...
It is well known that most of the standard specification tests are not robust when the alternative i...
It is well known that most of the standard specification tests are not robust when the alternative i...
Asymptotic econometric test procedures are well known to be potentially inaccurate when applied to d...
This paper presents a statistic for testing a complete sample for normality. The test statistic is d...
We address the issue of consistent specification testing in general econometric models definedı by m...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
Several procedures are proposed for testing the specification of an econometric model in the presenc...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
Statistical inference in the form of hypothesis tests and confidence intervals often assumes that th...
SIGLELD:9261.96(216) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
A crucial element in the development of econometric methodology during the past decade has been the ...
International audienceTesting the specification of econometric models has come a long way from the t...
International audienceTesting the specification of econometric models has come a long way from the t...
International audienceTesting the specification of econometric models has come a long way from the t...
It is well known that most of the standard specification tests are not robust when the alternative i...
It is well known that most of the standard specification tests are not robust when the alternative i...
Asymptotic econometric test procedures are well known to be potentially inaccurate when applied to d...
This paper presents a statistic for testing a complete sample for normality. The test statistic is d...
We address the issue of consistent specification testing in general econometric models definedı by m...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
Several procedures are proposed for testing the specification of an econometric model in the presenc...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and e...
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