The Robustness of the RESET Test to Non-Normal Error Terms
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References listed on IDEAS
- 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.
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- Makram El-Shagi & Sebastian Giesen, 2013.
"Testing for Structural Breaks at Unknown Time: A Steeplechase,"
Springer;Society for Computational Economics, vol. 41(1), pages 101-123, January.
- El-Shagi, Makram & Giesen, Sebastian, 2010. "Testing for Structural Breaks at Unknown Time: A Steeplechase," IWH Discussion Papers 19/2010, Halle Institute for Economic Research (IWH).
- repec:eee:joinma:v:25:y:2011:i:2:p:110-122 is not listed on IDEAS
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KeywordsSystemwise test of functional misspecification; Non-normal error terms; Small sample properties; C 32;
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