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A new form of the information matrix test
Davidson, Russell; MacKinnon, James G. - 1988
Persistent link: https://www.econbiz.de/10000125027
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G. - 1998
Persistent link: https://www.econbiz.de/10000986762
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Seasonality in regression : economic theory and econometric practice
Gersovitz, Mark - 1977
Persistent link: https://www.econbiz.de/10000374904
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Several tests for model specification in the presince of alternative hypotheses
Davidson, Russel; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10001403257
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A new form of the information matrix test
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
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Model specification tests and artificial regressions
MacKinnon, James G. - In: Journal of economic literature 30 (1992) 1, pp. 102-146
Persistent link: https://www.econbiz.de/10001124696
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Implicit alternatives and the local power of test statistics
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1305-1329
Persistent link: https://www.econbiz.de/10001036128
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Approximate asymptotic distribution functions for unit-root and cointegration tests
MacKinnon, James G. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10001167120
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Convenient specification tests for logit and probit models
Davidson, Russel; MacKinnon, James G. - 1983
Persistent link: https://www.econbiz.de/10000598125
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The interpretation of test statistics
Davidson, Russell; MacKinnon, James G. - 1985
Persistent link: https://www.econbiz.de/10011843042