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On the behavior of conditional moment tests in the presence of unconsidered local alternatives
Godfrey, L. G. - In: International economic review 37 (1996) 2, pp. 263-281
Persistent link: https://www.econbiz.de/10001202125
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The sensitivity of some general checks to omitted variables in the linear model
Godfrey, L. G. - In: International economic review 35 (1994) 2, pp. 489-506
Persistent link: https://www.econbiz.de/10001164413
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On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
Godfrey, Leslie G.; Orme, Chris D. - In: International economic review 37 (1996) 2, pp. 263-282
Persistent link: https://www.econbiz.de/10007314500
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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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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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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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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