Diagnostic checking of macroeconomic models: A specification analysis of MORKMON

This publication has 37 references indexed in Scilit:

• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
  The Review of Economic Studies, 1980
• Testing Linear versus Logarithmic Regression Models
  The Review of Economic Studies, 1980
• The demand for financial assets
  European Economic Review, 1979
• A Simple Test for Heteroscedasticity and Random Coefficient Variation
  Econometrica, 1979
• A Grouping Test for Misspecification
  Econometrica, 1979
• Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
  Econometrica, 1978
• A note on the selection of data transformations
  Biometrika, 1971
• An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression
  Econometrica, 1970
• Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals
  Biometrika, 1969
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
  Econometrica, 1960