Sampling properties of some econometric tests in the presense of model mis-specification
The objective of this thesis is to discover the consequences of applying certain diagnostic tests relating to the errors of a regression model which is mis-specified in one of several different ways. All of the tests considered are based on the null hypothesis of serial independence and all are in r...
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| Language: | en |
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University of Canterbury. Economics
2010
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| Online Access: | http://hdl.handle.net/10092/4372 |