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Testing for functional misspecification in regression analysis

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  • Harvey, Andrew C.
  • Collier, Patrick

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File URL: http://www.sciencedirect.com/science/article/B6VC0-459J75M-3M/2/1360e5c959145154687eb20a040f9782
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 6 (1977)
Issue (Month): 1 (July)
Pages: 103-119

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Handle: RePEc:eee:econom:v:6:y:1977:i:1:p:103-119

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Pollock, D. S. G., 2003. "Recursive estimation in econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 37-75, October.
  2. Lampin, Laure B.A. & Nadaud, Franck & Grazi, Fabio & Hourcade, Jean-Charles, 2013. "Long-term fuel demand: Not only a matter of fuel price," Energy Policy, Elsevier, vol. 62(C), pages 780-787.
  3. Kastens, Terry L. & Schroeder, Ted C., 1996. "Efficiency Tests Of July Kansas City Wheat Futures," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 21(02), December.
  4. Lumsdaine, Robin L. & Ng, Serena, 1999. "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, vol. 93(2), pages 257-279, December.
  5. Mounts, Wm. Jr. & Sowell, Clifford, 1995. "A statistical note on possible institutional regimes in budget policy," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 149-160.
  6. Hart, Robert A. & Malley, James R., 1999. "On the Cyclicality and Stability of Real Earnings," IZA Discussion Papers 45, Institute for the Study of Labor (IZA).
  7. Saralees Nadarajah & Stephen Chan & Emmanuel Afuecheta, 2014. "Extreme value analysis for emerging African markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1347-1360, May.
  8. Severini, Thomas A., 1998. "Some properties of inferences in misspecified linear models," Statistics & Probability Letters, Elsevier, vol. 40(2), pages 149-153, September.

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