MODEL-SPECIFICATION TESTS BASED ON ARTIFICIAL LINEAR REGRESSIONS

[1] MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J]. ECONOMETRICA, 1977, 45 (04) : 955 - 968

[2] BARD Y, 1974, NONLINEAR PARAMETER

[3] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[4] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[5] CROWDER MJ, 1976, J ROY STAT SOC B MET, V38, P45

[6] SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES [J]. ECONOMETRICA, 1981, 49 (03) : 781 - 793

[7] SOME NON-NESTED HYPOTHESIS TESTS AND THE RELATIONS AMONG THEM [J]. REVIEW OF ECONOMIC STUDIES, 1982, 49 (04) : 551 - 565

[8] DAVIDSON R, 1981, 439 QUEENS U I EC RE

[9] MISSPECIFIED MODELS WITH DEPENDENT OBSERVATIONS [J]. JOURNAL OF ECONOMETRICS, 1982, 20 (01) : 35 - 58

[10] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &

[1] MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J]. ECONOMETRICA, 1977, 45 (04) : 955 - 968

[2] BARD Y, 1974, NONLINEAR PARAMETER

[3] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[4] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[5] CROWDER MJ, 1976, J ROY STAT SOC B MET, V38, P45

[6] SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES [J]. ECONOMETRICA, 1981, 49 (03) : 781 - 793

[7] SOME NON-NESTED HYPOTHESIS TESTS AND THE RELATIONS AMONG THEM [J]. REVIEW OF ECONOMIC STUDIES, 1982, 49 (04) : 551 - 565

[8] DAVIDSON R, 1981, 439 QUEENS U I EC RE

[9] MISSPECIFIED MODELS WITH DEPENDENT OBSERVATIONS [J]. JOURNAL OF ECONOMETRICS, 1982, 20 (01) : 35 - 58

[10] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &