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  • Search: subject:"artificial regression"
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Year of publication
Subject
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artificial regression 17 Gauss-Newton regression 6 Estimation theory 5 Schätztheorie 5 double-length regression 5 LM test 4 Statistischer Test 4 Regression analysis 3 Regressionsanalyse 3 Statistical test 3 Theorie 3 endogeneity 3 identification 3 testing 3 Artificial regression 2 Chow test 2 DLR 2 Durbin-Wu-Hausman test 2 GNR 2 HCCME 2 Lagrange Multiplier test 2 Lagrange multiplier test 2 Microeconometrics 2 Mikroökonometrie 2 OPG regression 2 Statistical theory 2 Statistische Methodenlehre 2 Theory 2 binary response model 2 conditional moment test 2 functional form 2 heteroskedasticity 2 normality assumption 2 one-step estimation 2 probit model 2 specification test 2 structural break 2 Box-Cox transformation 1 Double-Length Regression 1 LM tests 1
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Online availability
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Free 14 Undetermined 1
Type of publication
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Book / Working Paper 16 Article 3
Type of publication (narrower categories)
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Working Paper 8 Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 16 Undetermined 3
Author
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MacKinnon, James G. 8 Davidson, Russell 6 Beckert, Walter 3 Wilde, Joachim 2 Baltagi, Badi H. 1 Bera, Anil K. 1 Deng, Mingyu 1 Escudero, Walter Sosa 1 Holden, Darryl 1 MacKinnon, James 1 Magee, Lonnie 1 Orme, Chris D. 1 Perman, Roger 1 Rojas, Gabriel Montes 1 Wang, Mingxi 1
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Institution
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Economics Department, Queen's University 5 Departamento de Economía, Universidad de San Andrés 1 Economics Department, University of Strathclyde 1 Institut für Wirtschaftsforschung Halle (IWH) 1
Published in...
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Working Papers / Economics Department, Queen's University 5 Queen's Economics Department Working Paper 4 IWH Discussion Papers 2 Annales d'économie et de statistique 1 Birkbeck working papers in economics and finance : BWPEF 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Econometric reviews 1 Economics letters 1 Working Papers / Departamento de Economía, Universidad de San Andrés 1 Working Papers / Economics Department, University of Strathclyde 1 cemmap working paper 1
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Source
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RePEc 8 EconStor 6 ECONIS (ZBW) 5
Showing 1 - 10 of 19
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A note on specification testing in some structural regression models
Beckert, Walter - 2019
There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidenti cation tests, as a single arti cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical...
Persistent link: https://www.econbiz.de/10012146374
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A note on specification testing in some structural regression models
Beckert, Walter - 2019
There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidenti cation tests, as a single arti cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical...
Persistent link: https://www.econbiz.de/10012008229
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Artificial regression test diagnostics for impact measures in spatial models
Deng, Mingyu; Wang, Mingxi - In: Economics letters 217 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013465488
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A note on specification testing in some structural regression models
Beckert, Walter - 2018
Persistent link: https://www.econbiz.de/10011937341
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The convenient calculation of some test statistics in models of discrete choice
Holden, Darryl; Perman, Roger - Economics Department, University of Strathclyde - 2014
The paper considers the use of artiï¬cial regression in calculating different types of score test when the logâˆ'likelihood is based on probabilities rather than densities. The calculation of the information matrix test is also considered. Results are specialised to deal with binary...
Persistent link: https://www.econbiz.de/10010942734
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A Simple Representation of the Bera-Jarque-Lee Test for Probit Models
Wilde, Joachim - 2007
The inference in probit models relies on the assumption of normality. However, tests of this assumption are not implemented in standard econometric software. Therefore, the paper presents a simple representation of the Bera-Jarque-Lee test, that does not require any matrix algebra. Furthermore,...
Persistent link: https://www.econbiz.de/10010269965
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A Simple Representation of the Bera-Jarque-Lee Test for Probit Models
Wilde, Joachim - Institut für Wirtschaftsforschung Halle (IWH) - 2007
, normality assumption, artificial regression JEL Classification: C25 Zusammenfassung Die statistische Inferenz in … assume more specific distributions (e.g. Silva 2001). The representation is based on an artificial regression which was …-called standardized residual of the probit estimation (cf. Wooldridge 2002, p. 462). An alternative artificial regression is based on a …
Persistent link: https://www.econbiz.de/10005232580
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Artificial regressions
Davidson, Russell; MacKinnon, James - 2001
artificial regression in terms of three conditions that it must satisfy. Then we show how artificial regressions can be useful … are discussed and are shown to satisfy the defining conditions, and a new artificial regression for regression models with …
Persistent link: https://www.econbiz.de/10010290410
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Artificial Regressions
Davidson, Russell; MacKinnon, James G. - Economics Department, Queen's University - 2001
artificial regression in terms of three conditions that it must satisfy. Then we show how artificial regressions can be useful … are discussed and are shown to satisfy the defining conditions, and a new artificial regression for regression models with …
Persistent link: https://www.econbiz.de/10005653239
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Testing Under Local Misspecification and Artificial Regressions
Escudero, Walter Sosa; Bera, Anil K.; Rojas, Gabriel Montes - Departamento de Economía, Universidad de San Andrés - 2009
can be derived as the difference of the first two. An artificial regression framework provides an intuitive geometrical …
Persistent link: https://www.econbiz.de/10008541350
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