Dynamic specification and misspecification in systems of demand equations: A testing strategy for model selection

Applied Economics

Volumn 34, Issue 6, 2002, Pages 709-725

  Shukur, Ghazi ^a  

^a JÖNKÖPING INTERNATIONAL BUSINESS SCHOOL   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

CONSUMPTION BEHAVIOR; FOOD MARKET; TESTING METHOD;

SWITZERLAND;

EID: 0036123741     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840110048465     Document Type: Article

References (29)

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15. On the rigour of some specification test for modelling dynamic relationships
16. System misspecification testing and structural change in the demand for meats
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18. Test for specification error in classical linear least squares regression analysis
19. The small sample properties of the RESET test as applied to systems of equations
20. A hetroskedasticity-consistent covariance matrix estimatore and a direct test for heteroskedastisity