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Model specification tests

  • Published:1982-10 Issue:1 Volume:20 Page:59-82
  • ISSN:0304-4076
  • Container-title:Journal of Econometrics
  • language:en
  • Short-container-title:Journal of Econometrics

Author:

Bera Anil K,Jarque Carlos M

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference45 articles.

1. Large-sample restricted parametric tests;Aitchison;Journal of the Royal Statistical Society B,1962

2. Efficient tests for normality, homoscedasticity and serial independence of regression residuals: Monte Carlo evidence;Bera;Economics Letters,1981

3. Alternative forms and properties of the Lagrange multiplier test;Bera,1982

4. An analysis of transformations;Box;Journal of the Royal Statistical Society B,1964

5. Testing for autocorrelation in dynamic linear models;Breusch;Australian Economic Papers,1978

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