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

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.