Research of Model Specifications Tests Under Failure of Normality Assumption

被引：0
|
作者：
Volkova, V. M. [1 ]
Pankina, V. L. [1 ]
机构：
[1] Novosibirsk State Tech Univ, Novosibirsk, Russia
来源：
2014 12TH INTERNATIONAL CONFERENCE ON ACTUAL PROBLEMS OF ELECTRONICS INSTRUMENT ENGINEERING (APEIE) | 2014年
关键词：
Model specification; Ramsey RESET-test; J-test; REGRESSION-ANALYSIS;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Ramsey RESET-test and J-test are designed with the assumption of Gaussian distribution of the random component of the model. It is demonstrated that Ramsey RESET-test is robust to disturbance in the assumption of Gaussian distribution model errors except the distribution with heavy tail. The effects on J-test statistics distribution of model specifications residuals distribution are considered.
引用
收藏
页码：552 / 555
页数：4
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