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Volumn 72, Issue 12, 2002, Pages 909-924

The small sample properties of the reset test as applied to systems of equations

Author keywords

Monte Carlo methods; Small sample properties; Systems of equations; Tests of functional misspecification

Indexed keywords


EID: 0036896546     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650214678     Document Type: Article
Times cited : (13)

References (11)
  • 4
    • 85071343652 scopus 로고    scopus 로고
    • Testing autocorrelation in a system perspective
    • Edgerton, D.L. and Shukur, G. (1999). Testing autocorrelation in a system perspective. Econometric Reviews, 18 (4), 343-386.
    • (1999) Econometric Reviews , vol.18 , Issue.4 , pp. 343-386
    • Edgerton, D.L.1    Shukur, G.2
  • 5
    • 84948865613 scopus 로고
    • On the rigour of some specification test for modelling dynamic relationships
    • Kiviet, J. (1986). On the rigour of some specification test for modelling dynamic relationships. Review of Economic Studies, 53, 241-262.
    • (1986) Review of Economic Studies , vol.53 , pp. 241-262
    • Kiviet, J.1
  • 6
    • 0001235984 scopus 로고
    • Why is demand homogeneity so often rejected?
    • Laitinen, K. (1978). Why is demand homogeneity so often rejected? Economic Letters, 1, 231-233.
    • (1978) Economic Letters , vol.1 , pp. 231-233
    • Laitinen, K.1
  • 8
    • 0000619128 scopus 로고
    • Test for specification error in classical linear least squares regression analysis
    • Ramsey, J.B. (1969). Test for specification error in classical linear least squares regression analysis. Journal of the Royal Statistical Society, Series B, 31, 350-371.
    • (1969) Journal of the Royal Statistical Society, Series B , vol.31 , pp. 350-371
    • Ramsey, J.B.1
  • 9
    • 84918380636 scopus 로고
    • A Monte Carlo study of some sample properties of tests for specification error
    • Ramsey, J. and Gilbert, R. (1972). A Monte Carlo study of some sample properties of tests for specification error. Journal of American Statistical Association, 67, 180-186.
    • (1972) Journal of American Statistical Association , vol.67 , pp. 180-186
    • Ramsey, J.1    Gilbert, R.2
  • 11
    • 0000636311 scopus 로고
    • Some Properties of tests for specification error in a linear regression model
    • Thursby, J.G. and Schmidt, P. (1977). Some Properties of tests for specification error in a linear regression model. Journal of American Statistical Association, 72, 635-641.
    • (1977) Journal of American Statistical Association , vol.72 , pp. 635-641
    • Thursby, J.G.1    Schmidt, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.