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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
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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
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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
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Small sample adjustments for the J-test
Godfrey, L. G.; Pesaran, M. H. - 1983
Persistent link: https://www.econbiz.de/10002458323
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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
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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
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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
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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
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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
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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