Search Results - subject:"Functional misspecification"

Nonparametric testing for asymmetric information

Su, Liangjun; Spindler, Martin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 208-225

Persistent link: https://www.econbiz.de/10009754004

The effect of fat-tailed error terms on the properties of systemwise RESET test

Alkhamisi, Mahdi; Khalaf, Ghadban; Shukur, Ghazi - In: Journal of Applied Statistics 35 (2008) 1, pp. 101-113

The small sample properties of the systemwise RESET (Regression Specification Error Test) test for functional … misspecification are investigated using normal and non-normal error terms. When using normally distributed or less heavy tailed error …

Persistent link: https://www.econbiz.de/10005458251

The Robustness of the RESET Test to Non-Normal Error Terms

Mantalos, Panagiotis; Shukur, Ghazi - In: Computational Economics 30 (2007) 4, pp. 393-408

Persistent link: https://www.econbiz.de/10005808979