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Bootstrap-based critical values for tests of common factor restrictions
Godfrey, L. G. - In: Economics letters 59 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001239108
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Bootstrap tests for regression models
Godfrey, L. G. - 2009
Persistent link: https://www.econbiz.de/10003829231
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On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Godfrey, L. G. - In: Economics letters 94 (2007) 3, pp. 408-413
Persistent link: https://www.econbiz.de/10003437673
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Robust non-nested testing for ordinary least squares regression when some of the regressors are lagged dependent variables
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 651-668
Persistent link: https://www.econbiz.de/10009308850
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Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 263-279
Persistent link: https://www.econbiz.de/10002693305
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Hausman tests for autocorrelation in the presence of lagged dependent variables : some further results
Godfrey, L. G. - In: Journal of econometrics 82 (1998) 2, pp. 197-207
Persistent link: https://www.econbiz.de/10001234580
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Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, L. G. - In: Journal of econometrics 72 (1996) 1, pp. 275-299
Persistent link: https://www.econbiz.de/10001198015
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Discriminating between autocorrelation and misspecification in regression analysis : an alternative test strategy
Godfrey, L. G. - In: The review of economics and statistics 69 (1987) 1, pp. 128-134
Persistent link: https://www.econbiz.de/10001021963
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Instrument relevance in multivariate linear models
Godfrey, L. G. - In: The review of economics and statistics 81 (1999) 3, pp. 550-552
Persistent link: https://www.econbiz.de/10001406207
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Testing for heteroskedasticity and predictice failure in linear regression models
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 70 (2008) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10003712671