Automatic Tests of Model Specification
Lead Research Organisation:
University of Oxford
Department Name: Economics
Abstract
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Organisations
Publications
Castle Jennifer L
(2008)
Econometric Model Selection
Doornik J
(2008)
Encompassing and Automatic Model Selection*
in Oxford Bulletin of Economics and Statistics
Doornik J
(2008)
An Omnibus Test for Univariate and Multivariate Normality*
in Oxford Bulletin of Economics and Statistics
Ermini L
(2008)
Log Income vs. Linear Income: An Application of the Encompassing Principle*
in Oxford Bulletin of Economics and Statistics
Hendry D
(2008)
Elusive return predictability: Discussion
in International Journal of Forecasting
Nielsen B
(2007)
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression
in Econometric Reviews
Santos C
(2007)
Automatic selection of indicators in a fully saturated regression
in Computational Statistics
Spanos A
(2008)
Linear vs. Log-linear Unit-Root Specification: An Application of Mis-specification Encompassing*
in Oxford Bulletin of Economics and Statistics