Pagadala Balasiddamuni

Statistical Inference on Model Specification in Econometrics: Model Specification Tests Pagadala Balasiddamuni

In Statistics, as any other scientific discipline, a research worker is certainly faced with the problem of specification of the model. This book brings out some inferential methods for model specification in Statistics. It uses the various types of residuals such as ordinary least squares, studentized and predicted residuals to develop tests for misspecification of the linear statistical models. It deals with various advanced problems on Statistics and Econometrics