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Variable Addition Test

Published online by Cambridge University Press:  11 February 2009

Abstract

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Type
Problems
Copyright
Copyright © Cambridge University Press 1993

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References

1.Greene, W.H.Econometric Analysis. Macmillan, New York: 1991.Google Scholar
2.Harvey, A. & Collier, P.. Testing for functional misspecification in regression analysis. Journal of Econometrics 6 (1977): 103119.CrossRefGoogle Scholar
3.Pagan, A.R. Model evaluation by variable addition. In Hendry, D.F. and Wallis, K.F. (eds.) Econometrics and Quantitative Economics, Oxford: Oxford University Press, 1984.Google Scholar