Autocontours: Dynamic Specification Testing

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Specification Testing for Functional Forms in Dynamic Panel Data Models

The most popular econometric models in the panel data literature are the class of linear panel data models with unobserved individualand/or time-specific effects. The consistency of parameter estimators and the validity of their economic interpretations as marginal effects crucially depend on the correct functional form specification of the linear panel data model. Based on an individual-specif...

متن کامل

Nonparametric Dynamic Panel Data Models: Kernel Estimation and Specification Testing

Motivated by the first differencing method for linear panel data models, we propose a class of iterative local polynomial estimators for nonparametric dynamic panel data models with or without exogeous regressors. The estimators utilize the additive structure of the first-differenced model, the fact that the two additive components have the same functional form, and the unknown function of inte...

متن کامل

Economics 508 Lecture 7 Introduction to Specification Testing in Dynamic

In this lecture I want to briefly describe some techniques for evaluating dynamic econometric models like the models for gasoline demand you have been estimating. Until now, we have implicitly assumed that these models satisfied the classical assumptions of the Gaussian linear model. In particular, we have assumed that the error sequences {ut} were iid and approximately Gaussian, thus justifyin...

متن کامل

Teaching Specification-Based Testing

Historically, relatively less emphasis has been placed on software testing in comparison with other activities, such as systems analysis and design, of the software life cycle in an undergraduate computer science or software engineering curriculum. Testing, however, is a common and important technique used to detect program faults. Thus, testing must be taught rigorously to the students. This p...

متن کامل

Specification Centered Testing

This position paper discusses a framework for automating the testing of systems with stringent structural coverage requirements, for example, avionics systems. The framework covers testing of the model of the desired behavior as well as the resulting implementation. We use a formal model of the required software behavior as the central component of our testing strategy; we call this approach sp...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Business & Economic Statistics

سال: 2011

ISSN: 0735-0015,1537-2707

DOI: 10.1198/jbes.2010.08144