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~type_genre:"Graue Literatur"
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Robust nonnested testing for ordinary least squares regression when some of the regressors are lagged dependent variables
Godfrey, L. G.
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2010
Persistent link: https://www.econbiz.de/10008664082
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A robust test for error cross-section correlation in panel models
Godfrey, L. G.
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Yamagata, Takashi
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2010
Persistent link: https://www.econbiz.de/10003981901
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Modifications of the rainbow test
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1991
Persistent link: https://www.econbiz.de/10000829602
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