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Godfrey, L. G.
28
Orme, Chris D.
6
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3
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2
Silva, João Santos
2
Tremayne, Andrew R.
2
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1
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Godfrey, L.
1
Godfrey, L.G.
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1
Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco
;
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
6
,
pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
Saved in:
2
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Saved in:
3
Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 263-279
Persistent link: https://www.econbiz.de/10002693305
Saved in:
4
Bootstrap tests of nonnested hypotheses : some further results
Godfrey, L. G.
;
Silva, João Santos
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 325-340
Persistent link: https://www.econbiz.de/10002514209
Saved in:
5
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.
;
Orme, Chris D.
- In:
Economics letters
76
(
2002
)
3
,
pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
Saved in:
6
Alternative approaches to testing by variable addition
Godfrey, L. G.
;
Veall, Michael R.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001483713
Saved in:
7
Controlling the significance levels of prediction error tests for linear regression models
Godfrey, L. G.
;
Orme, Chris D.
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 66-83
Persistent link: https://www.econbiz.de/10001532218
Saved in:
8
Instrument relevance in multivariate linear models
Godfrey, L. G.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 550-552
Persistent link: https://www.econbiz.de/10001406207
Saved in:
9
Tests of non-nested regression models : some results on small sample behaviour and the bootstrap
Godfrey, L. G.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001234512
Saved in:
10
Hausman tests for autocorrelation in the presence of lagged dependent variables : some further results
Godfrey, L. G.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 197-207
Persistent link: https://www.econbiz.de/10001234580
Saved in:
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