Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances
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References listed on IDEAS
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Local vs. Global Approximations
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2012-07-08 21:56:00
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hong, Seung Hyun & Phillips, Peter C. B., 2010.
"Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 28(1), pages 96-114.
- Seung Hyun Hong & Peter C. B. Phillips, 2005. "Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity," Cowles Foundation Discussion Papers 1541, Cowles Foundation for Research in Economics, Yale University.
- David E. A. Giles & Betty J. Johnson, 1999.
"Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data,"
Econometrics Working Papers
9910, Department of Economics, University of Victoria.
- David E. A. Giles & Betty J. Johnson, 2000. "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers 0006, Department of Economics, University of Victoria.
More about this item
KeywordsSpecification Analysis; RESET test; Autocorrelation;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-10-19 (All new papers)
- NEP-ECM-1998-08-31 (Econometrics)
- NEP-EEC-1998-10-19 (European Economics)
- NEP-ETS-1998-10-23 (Econometric Time Series)
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