On misspecification tests for stochastic linear regression model

This research article explores some misspecification tests for stochastic linear regression model viz. Durbin-Watson test, Ramsey’s regression specification error test, Lagrange’s multiplier test, and UTTS’ rainbow test. Any type of error occurred in the set of underlying assumptions of a stochastic...

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Bibliographische Detailangaben

Hauptverfasser:	Mahaboob, B., Prasad, S. Vijay, Praveen, J. Peter, Donthi, Ranadheer, Venkateswarlu, B.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Algorithms Economic models Errors Independent variables Markov chains Matrix algebra Matrix methods Model testing Parameter estimation Rainbows Regression analysis Regression models Representations Specifications Stochastic processes
Online-Zugang:	Volltext
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