Diagnostic tests as residuals analysis, perspective and comment
Author:
James B. Ramsey a
| Affiliation: | a New York Univercity, |
DOI:
10.1080/07311768308800044
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
As the Pagan and Hall article demonstrates, considerable technical progress has been made during the fifteen years since I helped to introduce the general topic and coined the phrase specification error tests Unfortunately, as I shall mention below, the theoretical interest now shown by econometicians has not yet altered to any visible extent the statistical behavior of applied economists.
|
| view references (6) |

Download Citation
CiteULike
Del.icio.us
BibSonomy
Connotea