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TESTING STRATEGIES FOR MODEL SPECIFICATION

Jan Kiviet () and Garry Phillips

No 293099, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: A crucial element in the development of econometric methodology during the past decade has been the concern with testing as opposed to estimating econometric models. In this paper we discuss - especially for the econometric analysis of time series - the main types of test procedures, and we also investigate the opportunities to uphold the Neyman-Pearson theory in the context of thorough model specification testing.

Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
Date: 1985-11
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293099

DOI: 10.22004/ag.econ.293099

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