文章基本信息

标题：Econometric profiles of testing of statistical hypotheses: model specification tests
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作者：Mario Faliva ; Maria Grazia Zoia
期刊名称：Statistica
印刷版ISSN：1973-2201
出版年度：2004
卷号：64
期号：2
页码：257-269
DOI：10.6092/issn.1973-2201/1263
语种：Italian
出版社：Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
摘要：The paper, within the frame of econometric specification testing – after an excursus on criteria based on likelihood theory –, focuses on a pair of emblematic and virtually specular facets of the model specification and validation process. Indeed, within a mean-dispersion linear specification framework, the paper faces the issues of testing on the one hand, the overall significance of the regression and on the other, the sphericalness of disturbances and, making use of an elegant algebraic toolkit, derives the ad hoc Lagrange multiplier test statistics.