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Journal of Economic Surveys, ISSN 0950-0804, 02/2011, Volume 25, Issue 1, pp. 19 - 68
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 12/2016, Volume 45, Issue 24, pp. 7367 - 7375
This note presents an approximation to multivariate regression models which is obtained from a first-order series expansion of the multivariate link function.... 
Multivariate link | Multivariate regression | Goodness-of-link test | Variable-addition approximation | STATISTICS & PROBABILITY | RESET TEST | Generalized linear models | Regression analysis | Approximation | Specifications | Mathematical analysis | Test procedures | Series expansion | Regression | Links | Statistics
Journal Article
The Manchester School, ISSN 1463-6786, 07/2014, Volume 82, Issue 4, pp. 488 - 507
This paper proposes a new conditional mean test to assess the validity of binary and fractional parametric regression models. The new test checks the joint... 
ECONOMICS | DEPENDENT VARIABLE MODELS | LOGIT | PROBIT | TRANSFORMATIONS
Journal Article
Empirical Economics, ISSN 0377-7332, 10/2011, Volume 41, Issue 2, pp. 447 - 472
Journal Article
Portuguese Economic Journal, ISSN 1617-982X, 8/2013, Volume 12, Issue 2, pp. 131 - 160
This paper shows that a test for heteroskedasticity within the context of classical linear regression can be based on the difference between Wald statistics in... 
Heteroskedasticity testing | Wald test | Economics general | C12 | White test | Supremum | Economics / Management Science | MODELS | COVARIANCE-MATRIX ESTIMATOR | ECONOMICS | WILD BOOTSTRAP | HETEROSCEDASTICITY | GLEJSER | Studies | Asymptotic methods | Regression analysis
Journal Article
Economics Bulletin, 2012, Volume 32, Issue 1, pp. 905 - 912
Journal Article
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