Shukur, Ghazi2011-02-152011-02-151999-06-010349-8034http://hdl.handle.net/2077/24458The small sample properties of the systemwise RESET test for functional misspecification is investigated using normal and non-normal error terms. When using normally distributed or less heavy tailed error terms, we find the Rao's multivariate F-test to be best among all other alternative test methods. Using the bootstrap critical values, however, all test methods perform satisfactorally in almost all situations. However, the test methods perform extremely badly (even the RAG test) when the error terms are very heavy tailed.24engSystemwise Test of Functional MisspecificationNon-normal Error TermsSmall Sample PropertiesText