MODEL-SPECIFICATION TESTS BASED ON ARTIFICIAL LINEAR REGRESSIONS

被引：55

|

作者：

DAVIDSON, R

MACKINNON, JG

机构：

来源：

INTERNATIONAL ECONOMIC REVIEW | 1984年 / 25卷 / 02期

关键词：

D O I：

10.2307/2526210

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：485 / 502

页数：18

相关论文

共 50 条

[1] MODEL-SPECIFICATION TESTS AND ARTIFICIAL REGRESSIONS
MACKINNON, JG
JOURNAL OF ECONOMIC LITERATURE, 1992, 30 (01) : 102 - 146
[2] SPECIFICATION TESTS BASED ON ARTIFICIAL REGRESSIONS
DAVIDSON, R
MACKINNON, JG
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1990, 85 (409) : 220 - 227
[3] CONSISTENT MODEL-SPECIFICATION TESTS
BIERENS, HJ
JOURNAL OF ECONOMETRICS, 1982, 20 (01) : 105 - 134
[4] MODEL-SPECIFICATION TESTING OF TIME-SERIES REGRESSIONS
BIERENS, HJ
JOURNAL OF ECONOMETRICS, 1984, 26 (03) : 323 - 353
[5] MODEL-SPECIFICATION TESTS - A SIMULTANEOUS APPROACH
BERA, AK
JARQUE, CM
JOURNAL OF ECONOMETRICS, 1982, 20 (01) : 59 - 82
[6] SOME EXACT TESTS FOR MODEL-SPECIFICATION
BERA, AK
MCALEER, M
REVIEW OF ECONOMICS AND STATISTICS, 1983, 65 (02) : 351 - 354
[7] SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES
DAVIDSON, R
MACKINNON, JG
ECONOMETRICA, 1981, 49 (03) : 781 - 793
[8] MODEL-SPECIFICATION - REPLY
FRITZ, RG
BRANDON, C
XANDER, J
ANNALS OF TOURISM RESEARCH, 1985, 12 (02) : 256 - 258
[9] EFFECTS OF MODEL-SPECIFICATION ON TESTS FOR UNIT ROOTS IN MACROECONOMIC DATA
SCHWERT, GW
JOURNAL OF MONETARY ECONOMICS, 1987, 20 (01) : 73 - 103
[10] MODEL-SPECIFICATION - COMMENTS
LOEB, PD
ANNALS OF TOURISM RESEARCH, 1985, 12 (02) : 253 - 256

← 1 2 3 4 5 →