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Tests of functional form in dynamic econometric models: Some empirical experience

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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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Authors and Affiliations

  1. Institute of Economics and Statistics, University of Oxford, Oxford, England

    S. Ghosh & C. L. Gilbert

  2. Erasmus University, Rotterdam, The Netherlands

    A. J. Hughes Hallett

Authors
  1. S. Ghosh
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  2. C. L. Gilbert
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  3. A. J. Hughes Hallett
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Additional information

Financial support from the UK Social Science Research Council is gratefully acknowledged.

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Ghosh, S., Gilbert, C.L. & Hallett, A.J.H. Tests of functional form in dynamic econometric models: Some empirical experience. Empirical Economics 8, 63–69 (1983). https://doi.org/10.1007/BF01973190

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  • DOI: https://doi.org/10.1007/BF01973190

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