This paper compares several tests for specification error in regression models when the alternative is nonspecific. We consider the Durbin-Watson, RESET, Chow, and ...
The behavior of the probability limits of different k-class estimators under specification error is examined. Despite the fact that the probability limits are ...
Merton, Robert C. "The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns." Journal of Finance 31, no. 2 (May 1976): 333–350.
A brief description of the methods used by the SYSLIN procedure follows. For more information on these methods, see the references at the end of this chapter. There are two fundamental methods of ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback