Profili econometrici dei test di ipotesi: la verifica della specificazione del modello

Translated title of the contribution: [Autom. eng. transl.] Econometric profiles of hypothesis tests: verification of model specification

Maria Zoia, Mario Faliva

Research output: Contribution to journalArticlepeer-review

Abstract

This paper, within the frame of econometric specification tasting – after an excursus on criteria based on likelihood theory –, focuses on a pair of emblematic and virtually specular facets of the model specification and validation process. Indeed, within a mean-dispersion linear specification frameworks the paper faces the issues of testing on the one hand, the overall significance of the regression and on the other, the sphericalness of disturbance and, making use of an elegant algebraic toolkit, derives the ad hoc Lagrange multiplier test statistics.
Translated title of the contribution[Autom. eng. transl.] Econometric profiles of hypothesis tests: verification of model specification
Original languageItalian
Pages (from-to)257-269
Number of pages13
JournalSTATISTICA
Publication statusPublished - 2003

Keywords

  • test di ipotesi
  • verifica della specificazione

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