Testing Linear Regression Models
Breusch-Godfrey Test
Breusch-Pagan Test
Inference for Estimated Coefficients
Cox Test for Comparing Non-Nested Models
Durbin-Watson Test
Encompassing Test for Comparing Non-Nested Models
Goldfeld-Quandt Test
Test for Granger Causality
Harvey-Collier Test
Harrison-McCabe test
J Test for Comparing Non-Nested Models
Likelihood Ratio Test of Nested Models
PE Test for Linear vs. Log-Linear Specifications
Rainbow Test
RESET Test
Wald Test of Nested Models
A collection of tests, data sets, and examples for diagnostic checking in linear regression models. Furthermore, some generic tools for inference in parametric models are provided.