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A differencing specification test for models with serially correlated errors
Boothe, Paul; MacKinnon, James G. - 1985
Persistent link: https://www.econbiz.de/10003498416
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Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.; MacKinnon, James G. - 1983
Persistent link: https://www.econbiz.de/10003529372
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Are price equations really money demand equations on their heads?
MacKinnon, James G.; Milbourne, Ross D. - 1986
Persistent link: https://www.econbiz.de/10003532188
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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