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Misspecification, Heteroscedasticity, and the Chow and Goldfeld-Quandt Tests

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  • Thursby, Jerry G

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Bibliographic Info

Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 64 (1982)
Issue (Month): 2 (May)
Pages: 314-21

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Handle: RePEc:tpr:restat:v:64:y:1982:i:2:p:314-21

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Web page: http://mitpress.mit.edu/journals/

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Web: http://mitpress.mit.edu/journal-home.tcl?issn=00346535

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Cited by:
  1. Linda F. DeBenedictis, & David E. A. Giles, 1998. "Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances," Econometrics Working Papers 9806, Department of Economics, University of Victoria.
  2. Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 1998. "An Empirical Reassessment of Target-zone Nonlinearities," Cambridge Working Papers in Economics 9825, Faculty of Economics, University of Cambridge.
  3. Andrea Vaona, 2008. "Inflation persistence, structural breaks and omitted variables: a critical view," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0802, USI Università della Svizzera italiana.
  4. Ohtani, Kazuhiro, 1984. "A note on the Wald, LR and LM tests and misspecification," Economics Letters, Elsevier, vol. 14(1), pages 31-35.
  5. Martin Gassebner & Michael Lamla & Jan-Egbert Sturm, 2006. "Economic, Demographic and Political Determinants of Pollution Reassessed: A Sensitivity Analysis," KOF Working papers 06-129, KOF Swiss Economic Institute, ETH Zurich.

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