Abstract
We now turn to procedures for detecting irregularities in the deterministic part of a linear regression model. The various alternatives one might consider here are to some extent overlapping (in the sense that a non-zero mean of the regression disturbances can either be viewed as due to an omitted regressor, or as the consequence of a wrong functional form, or as some type of instability in the regression coefficients), so these techniques do no more group unambiguously into classes according to the respective alternative.
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© 1986 Physica-Verlag Heidelberg
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Krämer, W., Sonnberger, H. (1986). Testing Regressors. In: The Linear Regression Model Under Test. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-95876-2_4
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DOI: https://doi.org/10.1007/978-3-642-95876-2_4
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-642-95878-6
Online ISBN: 978-3-642-95876-2
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