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.
Titolo tradotto del contributo | [Autom. eng. transl.] Econometric profiles of hypothesis tests: verification of model specification |
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Lingua originale | Italian |
pagine (da-a) | 257-269 |
Numero di pagine | 13 |
Rivista | Statistica |
Stato di pubblicazione | Pubblicato - 2003 |
Keywords
- test di ipotesi
- verifica della specificazione