This paper compares several tests for specification error in regression models when the alternative is nonspecific. We consider the Durbin-Watson, RESET, Chow, and ...

Econometrica publishes original articles in all branches of economics - theoretical and empirical, abstract and applied, providing wide-ranging coverage across the subject area. It promotes studies ...

"DynamicEconomic convinced me of the usefulness of the Lagrange method... The book is very dear and easy to follow; applications are interesting and dearly treated." Contributions to econometrics and ...