Sampling properties of some econometric tests in the presense of model mis-specification

Type of content
Theses / Dissertations
Publisher's DOI/URI
Thesis discipline
Degree name
Doctor of Philosophy
Publisher
University of Canterbury. Economics
Journal Title
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Volume Title
Language
Date
1993
Authors
Small, John P.
Abstract

The objective of this thesis is to discover the consequences of applying certain diagnostic tests relating to the errors of a regression model which is mis-specified in one of several different ways. All of the tests considered are based on the null hypothesis of serial independence and all are in regular use by applied econometricians. Similarly, the non-standard conditions under which these tests are analysed are intended to represent situations which can reasonably be expected to occur in practice. It is therefore expected that the results reported in this thesis will be of direct benefit to the econometrics profession in the form of an improved understanding of the effects of mis-specification.

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Ngā upoko tukutuku/Māori subject headings
ANZSRC fields of research
Rights
Copyright John P. Small