TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES - SOME FURTHER RESULTS

被引：206

作者：

MACKINNON, JG ^{[1
]}

WHITE, H ^{[1
]}

DAVIDSON, R ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,LA JOLLA,CA 92093

来源：

关键词：

D O I：

10.1016/0304-4076(83)90119-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：53 / 70

页数：18

共 21 条

[1]

AGUIRRETORRES V, 1982, J ECONOMETRICS, V21, P5

[2] SELECTION OF DATA TRANSFORMATIONS [J].

ANDREWS, DF .

[3]

ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323

[4]

COX DR, 1962, J ROY STAT SOC B, V24, P406

[5]

COX DR, 1961, 4TH P BERK S MATH ST, V1, P105

DAVIDSON, R ;

MACKINNON, JG .

[7] MISSPECIFIED MODELS WITH DEPENDENT OBSERVATIONS [J].

DOMOWITZ, I ;

WHITE, H .

[8]

ERICSSON NR, 1982, UNPUB REV EC STUDIES

[9]

GODFREY LG, 1982, UNPUB ECONOMETRICA

[10] ASYMPTOTIC PROPERTIES OF NON-LINEAR LEAST SQUARES ESTIMATORS [J].

JENNRICH, RI .

ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (02) :633-&