Abstract
In this paper, some diagnostic tests in econometrics are surveyed from the pedagogical point of view. The diagnostic test is the general naming for testing procedures against presumptions on regression equations. In particular, it includes presumptions associated with the error term and presumptions associated with the specification of the regression equations. Tests for the serial correlation are explained in the first chapter, followed by tests heteroscedasticity, and normality. The ARCH model of heteroscedasticity and the RESET test for the specafication of the regression equation are also explained. The analysis on the non-stationary time series may be the most recent development in econometrics, and standard techniques of the unit-root tests, error correction model, and the cointegrations are reviewed in the last chapter.
