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Robust non-nested testing for ordinary least squares regression when some of the regressors are lagged dependent variables
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 651-668
Persistent link: https://www.econbiz.de/10009308850
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Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 263-279
Persistent link: https://www.econbiz.de/10002693305
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Testing for heteroskedasticity and predictice failure in linear regression models
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 70 (2008) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10003712671
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Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco; Godfrey, L. G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
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Goodness of fit measures in the Tobit model
Veall, Michael R.; Zimmermann, Klaus F. - In: Oxford bulletin of economics and statistics 56 (1994) 4, pp. 485-499
Persistent link: https://www.econbiz.de/10001172642
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A note on log-log regressions with dummy variables : why units matter
Giordano, Rosanna - In: Oxford bulletin of economics and statistics 51 (1989) 1, pp. 95-96
Persistent link: https://www.econbiz.de/10001060823
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Earnings changes in the United Kingdom 1954-70 : excess labour supply, expected inflation and union influence
Godfrey, Leslie; Taylor, Jim - In: Oxford bulletin of economics and statistics 35 (1973) 3, pp. 197-216
Persistent link: https://www.econbiz.de/10002458190
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Bootstrap HAC Tests for Ordinary Least Squares Regression*
Bravo, Francesco; Godfrey, Leslie G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-923
Persistent link: https://www.econbiz.de/10010036868
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Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests
Godfrey, Leslie G. - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 263
Persistent link: https://www.econbiz.de/10006426454
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Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables*
Godfrey, Leslie G. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 651-669
Persistent link: https://www.econbiz.de/10009287617