The Robustness of the RESET Test to Non-Normal Error Terms
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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 30 (2007)
Issue (Month): 4 (November)
Systemwise test of functional misspecification; Non-normal error terms; Small sample properties; C 32;
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- Ali, Mukhtar M. & Sharma, Subhash C., 1996. "Robustness to nonnormality of regression F-tests," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 175-205.
- Makram El-Shagi & Sebastian Giesen, 2010.
"Testing for Structural Breaks at Unknown Time: A Steeplechase,"
IWH Discussion Papers
19, Halle Institute for Economic Research.
- Makram El-Shagi & Sebastian Giesen, 2013. "Testing for Structural Breaks at Unknown Time: A Steeplechase," Computational Economics, Society for Computational Economics, vol. 41(1), pages 101-123, January.
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