A Test for Model Specification in the Absence of Alternative Hypothesis
1981-10
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A Test for Model Specification in the Absence of Alternative Hypothesis
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1981-10
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Center for Economic Research, Department of Economics, University of Minnesota
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Working Paper
Abstract
In recent papers ([6], [4]) several tests have been proposed for testing
the truth of a nonlinear specification of a regression model against one
or more well-specified alternative hypothesis. In this paper we first
show by an example that these tests may be defective if all the hypotheses
are false, and then we propose a new test that does not need alternative
hypotheses in the sense that we only test whether or not a given specification
is true.
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Discussion Paper
154
154
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Bierens, H.J., (1981), "A Test for Model Specification in the Absence of Alternative Hypothesis", Discussion Paper No. 154, Center for Economic Research, Department of Economics, University of Minnesota.
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Bierens, Herman J.. (1981). A Test for Model Specification in the Absence of Alternative Hypothesis. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/55129.
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