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Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models

Citations

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Cited by:

  1. Barten, A.P. & Mcaleer, M., 1991. "Comparing The Empirical Perfomance Of Alternative Demand Systems," Papers 9002a, Tilburg - Center for Economic Research.
  2. Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
  3. Reis, Hugo J. & Santos Silva, J.M.C., 2006. "Hedonic prices indexes for new passenger cars in Portugal (1997-2001)," Economic Modelling, Elsevier, vol. 23(6), pages 890-908, December.
  4. Edward Oczkowski, 1994. "A Hedonic Price Function For Australian Premium Table Wine," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 38(1), pages 93-110, April.
  5. Ford, George S., 2007. "Does a municipal electric's supply of communications crowd out private communications investment? An empirical study," Energy Economics, Elsevier, vol. 29(3), pages 467-478, May.
  6. Kapetanios, G. & Weeks, M., 2003. "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics 0308, Faculty of Economics, University of Cambridge.
  7. T. Randolph Beard & George Ford, 2005. "Are Unbundled and Self-supplied Telecommunications Switching Substitutes? An Empirical Study," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 12(2), pages 163-181.
  8. Gravelle, Hugh & Wildman, John & Sutton, Matthew, 2002. "Income, income inequality and health: what can we learn from aggregate data?," Social Science & Medicine, Elsevier, vol. 54(4), pages 577-589, February.
  9. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
  10. Davidson, R. & MacKinnon & J.G., 1999. "Artificial Regressions," G.R.E.Q.A.M. 99a04, Universite Aix-Marseille III.
  11. Beggs, John J, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(185), pages 81-101, June.
  12. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
  13. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
  14. Chen, Victor Zitian & Li, Jing & Shapiro, Daniel M., 2012. "International reverse spillover effects on parent firms: Evidences from emerging-market MNEs in developed markets," European Management Journal, Elsevier, vol. 30(3), pages 204-218.
  15. Masaru Chiba, 2023. "Robust and efficient specification tests in Markov-switching autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 26(1), pages 99-137, April.
  16. Barten, Anton P. & McAleer, Michael, 1997. "Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 27-45, mars-juin.
  17. Baltagi, Badi H., 1997. "Testing linear and loglinear error components regressions against Box-Cox alternatives," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 63-68, April.
  18. Zhou, Yanfei, 2003. "Precautionary saving and earnings uncertainty in Japan: A household-level analysis," Journal of the Japanese and International Economies, Elsevier, vol. 17(2), pages 192-212, June.
  19. Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael, 2008. "Is Greater China a currency union?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 319-327.
  20. Alfons Oude Lansink & Geert Thijssen, 1998. "Testing among functional forms: an extension of the Generalized Box-Cox formulation," Applied Economics, Taylor & Francis Journals, vol. 30(8), pages 1001-1010.
  21. Marzio Galeotti & Alessandro Lanza, 1999. "Desperately Seeking (Environmental) Kuznets," Working Papers 1999.2, Fondazione Eni Enrico Mattei.
  22. Lim, Christine, 1997. "The functional specification of international tourism demand models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 535-543.
  23. Asli Demirgüč-Kunt, 1991. "On the valuation of deposit institutions," Working Papers (Old Series) 9104, Federal Reserve Bank of Cleveland.
  24. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
  25. Adane, Tuffa Debela, 2009. "Impact of Perennial Cash Cropping On Food Crop Production and Productivity," Ethiopian Journal of Economics, Ethiopian Economics Association, vol. 18(1), pages 116-116, December.
  26. Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
  27. Alan Shiell & Catherine Pettipher & Norma Raynes & Ken Wright, 1993. "A cost function analysis of residential services for adults with a learning disability," Health Economics, John Wiley & Sons, Ltd., vol. 2(3), pages 247-256, October.
  28. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
  29. James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.
  30. Bierens, H.J. & Broersma, L., 1990. "The relation between unemployment and interest rate : some empirical evidence," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  31. Godfrey, L G & Orme, C D, 1994. "The Sensitivity of Some General Checks to Omitted Variables in the Linear Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 489-506, May.
  32. Oczkowski, Edward, 2021. "Estimating supply functions for wine attributes: a two-stage hedonic approach," Working Papers 321856, American Association of Wine Economists.
  33. Kenneth Stewart & Kenneth Stewart, 2000. "GNR, MGR, and exact misspeclfication testing," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 233-240.
  34. Sharma, Kishor & Oczkowski, Edward & Jayasuriya, Sisira, 2001. "Liberalization, export incentives, and trade intensity: new evidence from Nepalese manufacturing industries," Journal of Asian Economics, Elsevier, vol. 12(1), pages 123-135.
  35. Kapetanios, G. & Weeks, M., 2003. "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics 0308, Faculty of Economics, University of Cambridge.
  36. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
  37. Matthew Sutton & Christine Godfrey, 1995. "A grouped data regression approach to estimating economic and social influences on individual drinking behaviour," Health Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 237-247, May.
  38. Hayat, Zafar & Balli, Faruk & Rehman, Muhammad, 2017. "The relevance and relative robustness of sources of inflation bias in Pakistan," Economic Modelling, Elsevier, vol. 63(C), pages 283-303.
  39. Beard, T. Randolph & Ford, George S. & Koutsky, Thomas M., 2005. "Mandated access and the make-or-buy decision: the case of local telecommunications competition," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 28-47, February.
  40. Godfrey, L.G. & Santos Silva, J.M.C., 2007. "A note on variable addition tests for linear and log-linear models," Economics Letters, Elsevier, vol. 95(3), pages 422-427, June.
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