A SIMPLIFIED VERSION OF THE DIFFERENCING TEST

被引：18

作者：

DAVIDSON, R ^{[1
]}

GODFREY, L ^{[1
]}

MACKINNON, JG ^{[1
]}

机构：

[1] UNIV YORK,YORK YO1 5DD,N YORKSHIRE,ENGLAND

来源：

INTERNATIONAL ECONOMIC REVIEW | 1985年 / 26卷 / 03期

关键词：

D O I：

10.2307/2526709

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：639 / 647

页数：9

共 14 条

[1] THE INTERPRETATION OF TEST STATISTICS [J].

DAVIDSON, R ;

MACKINNON, JG .

CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1985, 18 (01) :38-57

[2]

DAVIDSON R, 1984, 548 QUEENS U DISC PA

[3]

Durbin J., 1954, REV INST INT STAT, V22, P23, DOI [10.2307/1401917, DOI 10.2307/1401917]

[4] EXOGENEITY [J].

ENGLE, RF ;

HENDRY, DF ;

RICHARD, JF .

ECONOMETRICA, 1983, 51 (02) :277-304

[5] GROUPING TEST FOR MIS-SPECIFICATION [J].

FAREBROTHER, RW .

ECONOMETRICA, 1979, 47 (01) :209-210

[6]

FISHER GR, 1984, SUM EUR M EC SOC

[7]

GODFREY LG, 1982, EVALUATING RELIABILI

[8]

GODFREY LG, 1984, INTERPRETATION IMPLE

[9] SPECIFICATION TESTS IN ECONOMETRICS [J].

HAUSMAN, JA .

ECONOMETRICA, 1978, 46 (06) :1251-1271

[10] ON THE RELATIONSHIPS AMONG SEVERAL SPECIFICATION ERROR TESTS PRESENTED BY DURBIN, WU, AND HAUSMAN [J].

NAKAMURA, A ;

NAKAMURA, M .

ECONOMETRICA, 1981, 49 (06) :1583-1588

← 1 2 →