SPECIFICATION TESTS BASED ON ARTIFICIAL REGRESSIONS

[1] Amemiya T., 1985, ADV ECONOMETRICS

[2] SELECTION OF DATA TRANSFORMATIONS [J]. BIOMETRIKA, 1971, 58 (02) : 249 - &

[3] [Anonymous], 1985, ANN INS

[4] AN ANALYSIS OF TRANSFORMATIONS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) : 211 - 252

[5] Cox D.R., 1974, THEORETICAL STAT

[6] TESTING FOR CONSISTENCY USING ARTIFICIAL REGRESSIONS [J]. ECONOMETRIC THEORY, 1989, 5 (03) : 363 - 384

[7] DAVIDSON R, 1988, OXFORD B ECON STAT, V50, P203

[8] MODEL-SPECIFICATION TESTS BASED ON ARTIFICIAL LINEAR REGRESSIONS [J]. INTERNATIONAL ECONOMIC REVIEW, 1984, 25 (02) : 485 - 502

[9] IMPLICIT ALTERNATIVES AND THE LOCAL-POWER OF TEST STATISTICS [J]. ECONOMETRICA, 1987, 55 (06) : 1305 - 1329

[10] CONVENIENT SPECIFICATION TESTS FOR LOGIT AND PROBIT MODELS [J]. JOURNAL OF ECONOMETRICS, 1984, 25 (03) : 241 - 262

[1] Amemiya T., 1985, ADV ECONOMETRICS

[2] SELECTION OF DATA TRANSFORMATIONS [J]. BIOMETRIKA, 1971, 58 (02) : 249 - &

[3] [Anonymous], 1985, ANN INS

[4] AN ANALYSIS OF TRANSFORMATIONS [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) : 211 - 252

[5] Cox D.R., 1974, THEORETICAL STAT

[6] TESTING FOR CONSISTENCY USING ARTIFICIAL REGRESSIONS [J]. ECONOMETRIC THEORY, 1989, 5 (03) : 363 - 384

[7] DAVIDSON R, 1988, OXFORD B ECON STAT, V50, P203

[8] MODEL-SPECIFICATION TESTS BASED ON ARTIFICIAL LINEAR REGRESSIONS [J]. INTERNATIONAL ECONOMIC REVIEW, 1984, 25 (02) : 485 - 502

[9] IMPLICIT ALTERNATIVES AND THE LOCAL-POWER OF TEST STATISTICS [J]. ECONOMETRICA, 1987, 55 (06) : 1305 - 1329

[10] CONVENIENT SPECIFICATION TESTS FOR LOGIT AND PROBIT MODELS [J]. JOURNAL OF ECONOMETRICS, 1984, 25 (03) : 241 - 262