Tests of functional form in dynamic econometric models: Some empirical experience |
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| Authors: | S. Ghosh C. L. Gilbert A. J. Hughes Hallett |
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| Affiliation: | 1. Institute of Economics and Statistics, University of Oxford, Oxford, England
2. Erasmus University, Rotterdam, The Netherlands
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| Abstract: | Econometric theory has provided several rival tests of functional form specifications in economic relations, but there is little empirical experience in using many of them. This note reports some practical applications, and compares the performance of various tests, in specifying dynamic econometric models. |
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