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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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A differencing specification test for models with serially correlated errors
Boothe, Paul; MacKinnon, James G. - 1985
Persistent link: https://www.econbiz.de/10003498416
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
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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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Small sample properties of alternative forms of the Lagrange multiplier test
Davidson, Russell; MacKinnon, James G. - 1981
Persistent link: https://www.econbiz.de/10003522191
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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
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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 transformations of the dependent variable
MacKinnon, James G.; Magee, Lonnie - 1986
Persistent link: https://www.econbiz.de/10003532215
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A modified heteroskedasticity consistent covariance matrix estimator with improved finite sample properties
MacKinnon, James G.; White, Halbert - 1983
Persistent link: https://www.econbiz.de/10003529317
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Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.; MacKinnon, James G. - 1983
Persistent link: https://www.econbiz.de/10003529372