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...

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Main Authors:	Mario Faliva, Maria Grazia Zoia
Format:	Article
Language:	English
Published:	University of Bologna 2007-10-01
Series:	Statistica
Online Access:	http://rivista-statistica.unibo.it/article/view/1263

id	doaj-275cbaca81bf4e7aad4c3516491a818e
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spelling	doaj-275cbaca81bf4e7aad4c3516491a818e2020-11-24T21:36:02ZengUniversity of BolognaStatistica0390-590X1973-22012007-10-0164225726910.6092/issn.1973-2201/12631213Econometric profiles of testing of statistical hypotheses: model specification testsMario FalivaMaria Grazia ZoiaThe 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 framework, the paper faces the issues of testing on the one hand, the overall significance of the regression and on the other, the sphericalness of disturbances and, making use of an elegant algebraic toolkit, derives the ad hoc Lagrange multiplier test statistics.http://rivista-statistica.unibo.it/article/view/1263
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Mario Faliva Maria Grazia Zoia
spellingShingle	Mario Faliva Maria Grazia Zoia Econometric profiles of testing of statistical hypotheses: model specification tests Statistica
author_facet	Mario Faliva Maria Grazia Zoia
author_sort	Mario Faliva
title	Econometric profiles of testing of statistical hypotheses: model specification tests
title_short	Econometric profiles of testing of statistical hypotheses: model specification tests
title_full	Econometric profiles of testing of statistical hypotheses: model specification tests
title_fullStr	Econometric profiles of testing of statistical hypotheses: model specification tests
title_full_unstemmed	Econometric profiles of testing of statistical hypotheses: model specification tests
title_sort	econometric profiles of testing of statistical hypotheses: model specification tests
publisher	University of Bologna
series	Statistica
issn	0390-590X 1973-2201
publishDate	2007-10-01
description	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 framework, the paper faces the issues of testing on the one hand, the overall significance of the regression and on the other, the sphericalness of disturbances and, making use of an elegant algebraic toolkit, derives the ad hoc Lagrange multiplier test statistics.
url	http://rivista-statistica.unibo.it/article/view/1263
work_keys_str_mv	AT mariofaliva econometricprofilesoftestingofstatisticalhypothesesmodelspecificationtests AT mariagraziazoia econometricprofilesoftestingofstatisticalhypothesesmodelspecificationtests
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Econometric profiles of testing of statistical hypotheses: model specification tests

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