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A simplified version of a differencing specification test
Davidson, Russell; MacKinnon, James G. - 1984
Persistent link: https://www.econbiz.de/10003522178
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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Tests for model specification in the presence of alternative hypotheses: some further results
Davidson, Russell; MacKinnon, James G. - 1981
Persistent link: https://www.econbiz.de/10003523319
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Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell; MacKinnon, James G. - 1986
Persistent link: https://www.econbiz.de/10003523093