TESTING FOR CONSISTENCY USING ARTIFICIAL REGRESSIONS

[1] Amemiya T., 1985, ADV ECONOMETRICS

[2] [Anonymous], 1984, HDB ECONOMETRICS, DOI DOI 10.1016/S1573-4412(84)02005-5

[3] A SPECIFICATION TEST FOR MODELS ESTIMATED BY GLS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1986, 68 (04) : 711 - 714

[4] DATA TRANSFORMATION TESTS [J]. ECONOMIC JOURNAL, 1986, 96 : 47 - 58

[5] TESTING FOR NEGLECTED HETEROGENEITY [J]. ECONOMETRICA, 1984, 52 (04) : 865 - 872

[6] CHESHER A, 1988, JUN EC STUD GROUP M

[7] DASGUPTA S, 1974, J AM STAT ASSOC, V69, P174

[8] A SIMPLIFIED VERSION OF THE DIFFERENCING TEST [J]. INTERNATIONAL ECONOMIC REVIEW, 1985, 26 (03) : 639 - 647

[9] SMALL SAMPLE PROPERTIES OF ALTERNATIVE FORMS OF THE LAGRANGE MULTIPLIER TEST [J]. ECONOMICS LETTERS, 1983, 12 (3-4) : 269 - 275

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

[1] Amemiya T., 1985, ADV ECONOMETRICS

[2] [Anonymous], 1984, HDB ECONOMETRICS, DOI DOI 10.1016/S1573-4412(84)02005-5

[3] A SPECIFICATION TEST FOR MODELS ESTIMATED BY GLS [J]. REVIEW OF ECONOMICS AND STATISTICS, 1986, 68 (04) : 711 - 714

[4] DATA TRANSFORMATION TESTS [J]. ECONOMIC JOURNAL, 1986, 96 : 47 - 58

[5] TESTING FOR NEGLECTED HETEROGENEITY [J]. ECONOMETRICA, 1984, 52 (04) : 865 - 872

[6] CHESHER A, 1988, JUN EC STUD GROUP M

[7] DASGUPTA S, 1974, J AM STAT ASSOC, V69, P174

[8] A SIMPLIFIED VERSION OF THE DIFFERENCING TEST [J]. INTERNATIONAL ECONOMIC REVIEW, 1985, 26 (03) : 639 - 647

[9] SMALL SAMPLE PROPERTIES OF ALTERNATIVE FORMS OF THE LAGRANGE MULTIPLIER TEST [J]. ECONOMICS LETTERS, 1983, 12 (3-4) : 269 - 275

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