Econometric profiles of testing of statistical hypotheses: model specification tests
The paper, within the frame of econometric specification testing – 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 framew...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/1263 |