Misspecification tests in econometrics based on ranks

Journal of Econometrics

Volumn 40, Issue 2, 1989, Pages 261-278

  McCabe, B P M ^a  

^a UNIVERSITY OF LEEDS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38249025309     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(89)90085-7     Document Type: Article

References (19)

1. The rank version of von Neumann's ratio test for randomness
2. A general definition of residuals
3. Econometric modelling with non-normal disturbances
4. Near-normality and some econometric models
5. Robust tests for spherical symmetry and their application to least squares regression
6. A note on studentizing a test for heteroscedasticity
7. A probability distribution and its use in fitting data
8. On tests applied to residuals
9. Exchangeability and survey sampling inference
10. Comment on ‘Some large sample tests for nonnormality in the linear regression model’
11. Urn models for Markov exchangeability