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Estimating the covariance matrix for regression models with AR(1) errors and lagged dependent variables
Davidson, Russell; MacKinnon, James G. - In: Economics letters 6 (1980) 2, pp. 119-123
Persistent link: https://www.econbiz.de/10002057754
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The interpretation of test statistics
Davidson, Russell; MacKinnon, James G. - In: The Canadian journal of economics 18 (1985) 1, pp. 38-57
Persistent link: https://www.econbiz.de/10002057763
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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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On a simple procedure for testing non-nested regression models
Davidson, Russell; MacKinnon, James G. - In: Economics letters 5 (1980) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10002057780
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Several tests for model specification in the presence of alternative hypotheses
Davidson, Russell; MacKinnon, James G. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 3, pp. 781-793
Persistent link: https://www.econbiz.de/10002057787
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Some non-nested hypothesis tests and the relations among them
Davidson, Russell; MacKinnon, James G. - In: The review of economic studies 49 (1982) 4, pp. 551-565
Persistent link: https://www.econbiz.de/10002057792
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Testing linear and loglinear regressions against Box-Cox alternatives
Davidson, Russell; MacKinnon, James G. - In: The Canadian journal of economics 18 (1985) 3, pp. 499-517
Persistent link: https://www.econbiz.de/10002057800
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Testing the specification of multivariatee nodels in the presence of alternative hypotheses
Davidson, Russell; MacKinnon, James G. - In: Journal of econometrics 23 (1983) 3, pp. 301-313
Persistent link: https://www.econbiz.de/10002057804
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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