2- Test de validation du modèle
Les tests suivants seront utilisés pour tester la
validité des modèles d'étude :
> le test d'homoscédasticité des erreurs de
White;
> le test d'autocorrélation des erreurs de
Breush-Godfrey ;
> le test de Fisher pour la significativité globale du
modèle ;
> le test de Student pour la significativité des
coefficients;
> le test de Ramsey pour voir si le modèle ne souffre
pas d'omission de variables pertinentes
> le test de CUSUM pour la stabilité.
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