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Bootstrap testing in nonlinear models
Davidson, Russell; MacKinnon, James G. - In: International economic review 40 (1999) 2, pp. 487-508
Persistent link: https://www.econbiz.de/10001374343
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Transforming the dependent variable in regression models
MacKinnon, James G. - In: International economic review 31 (1990) 2, pp. 315-339
Persistent link: https://www.econbiz.de/10001087271
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - In: International economic review 25 (1984) 2, pp. 485-502
Persistent link: https://www.econbiz.de/10002057768
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Bootstrap Testing in Nonlinear Models
Davidson, Russell; MacKinnon, James G. - In: International economic review 40 (1999) 2, pp. 487-508
Persistent link: https://www.econbiz.de/10006049545
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A simplified version of the differencing test
Davidson, Russell; Godfrey, Leslie; McKinnon, James G. - In: International economic review 26 (1985) 3, pp. 639-647
Persistent link: https://www.econbiz.de/10002058774
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Maximum likelihood estimation of singular equation systems with autoregressive disturbances
Beach, Charles M.; MacKinnon, James G. - In: International economic review 20 (1979) 2, pp. 459-464
Persistent link: https://www.econbiz.de/10001876818