Faliva, Mario
Econometric profiles of testing of statistical hypotheses: model specification tests [Articolo]
Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna, 2007-10-23

The paper, within the frame of econometric specification testing – after an excursus on criteria based on likelihood theory –, focuses on a pair of emblematic and virtually specular facets of the model specification and validation process. Indeed, within a mean-dispersion linear specification framework, the paper faces the issues of testing on the one hand, the overall significance of the regression and on the other, the sphericalness of disturbances and, making use of an elegant algebraic toolkit, derives the ad hoc Lagrange multiplier test statistics.

Diritti: Copyright (c) 2004 Statistica
In relazione con: https://rivista-statistica.unibo.it/article/view/1263/676
Sorgente: Statistica; Vol. 64 No. 2 (2004); 257-269
Sorgente: Statistica; V. 64 N. 2 (2004); 257-269
Sorgente: 1973-2201
Sorgente: 0390-590X
oai:journals.unibo.it:article/1263. | 10.6092/issn.1973-2201/1263
Zoia, Maria Grazia

Articoli digitali. | Lingua: Inglese. | Paese: | BID: EJ21014694
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