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~person:"Godfrey, L. G."
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Ökonometrik Schätzung
11
Estimation
1
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1
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1
Regional economics
1
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1
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Godfrey, L. G.
Lee, Lung-Fei
16
Theil, Henri
14
MacKinnon, James G.
13
White, Halbert
13
Ohtani, Kazuhiro
12
Amemiya, Takeshi
11
Lütkepohl, Helmut
11
Phillips, P. C. B.
11
Sargan, J. D.
11
Teräsvirta, Timo
11
Engle, Robert F.
10
Hylleberg, Svend
10
McAleer, Michael
10
Monfort, Alain
10
Srivastava, V. K.
10
Davidson, Russell
9
Granger, C. W. J.
9
Hendry, David F.
9
Jarque, Carlos M.
9
King, Maxwell L.
9
Pagan, A. R.
9
Palm, F. C.
9
Schmidt, Peter
9
Bera, Anil K.
8
Gourieroux, Christian
8
Hsiao, Cheng
8
Kariya, Takeaki
8
Krämer, Walter
8
Mariano, Roberto S.
8
Nelson, Charles R.
8
Vinod, H. D.
8
Zellner, Arnold
8
Harvey, A. C.
7
Kiefer, Nicholas M.
7
Kuhlmann, Wolfgang
7
Lahiri, Kajal
7
Leamer, Edward E.
7
Manski, Charles F.
7
Maravall, Agustín
7
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
2
Working papers in economics and econometrics
2
Annals of applied econometrics
1
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ECONIS (ZBW)
11
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A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure
Godfrey, L. G.
- In:
Economics letters
10
(
1982
)
1/2
,
pp. 81-85
Persistent link: https://www.econbiz.de/10002458224
Saved in:
2
On the uses of misspecification checks and tests of non-nested hypotheses in empirical econometrics
Godfrey, L. G.
- In:
Conference papers / Royal Economic Society : selected …
(
1983
),
pp. 69-81
Persistent link: https://www.econbiz.de/10002458292
Saved in:
3
A simple derivation of the limited information maximum likelihood estimator
Godfrey, L. G.
;
Wickens, M. R.
- In:
Economics letters
10
(
1982
)
3/4
,
pp. 277-283
Persistent link: https://www.econbiz.de/10002458312
Saved in:
4
Small sample adjustments for the J-test
Godfrey, L. G.
;
Pesaran, M. H.
-
1983
Persistent link: https://www.econbiz.de/10002458323
Saved in:
5
Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables
Godfrey, L. G.
- In:
Econometrica : journal of the Econometric Society, an …
46
(
1978
)
6
,
pp. 1293-1301
Persistent link: https://www.econbiz.de/10002458339
Saved in:
6
Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables
Godfrey, L. G.
- In:
Econometrica : journal of the Econometric Society, an …
46
(
1978
)
6
,
pp. 1303-1310
Persistent link: https://www.econbiz.de/10002458347
Saved in:
7
Testing linear and log-linear regressions for functional form
Godfrey, L. G.
;
Wickens, M. R.
- In:
The review of economic studies
48
(
1981
)
3
,
pp. 487-496
Persistent link: https://www.econbiz.de/10002458369
Saved in:
8
Testing non-nested models after estimation by instrumental variables or least squares
Godfrey, L. G.
- In:
Econometrica : journal of the Econometric Society, an …
51
(
1983
)
2
,
pp. 355-365
Persistent link: https://www.econbiz.de/10002458376
Saved in:
9
Test of non-nested regression models : small sample adjustments and Monte Carlo evidence
Godfrey, L. G.
;
Pesaran, M. H.
- In:
Annals of applied econometrics
(
1983
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10002458383
Saved in:
10
Tests of non-nested regression models : small sample adjustments and Monte Carlo evidence
Godfrey, L. G.
;
Pesaran, M. H.
-
1982
Persistent link: https://www.econbiz.de/10002458391
Saved in:
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