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Davidson, Russell
30
Godfrey, Leslie G.
10
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9
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8
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7
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9
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7
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4
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3
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3
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Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results
Godfrey, Leslie G.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 197-208
Persistent link: https://www.econbiz.de/10006790192
Saved in:
2
Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, Leslie G.
- In:
Journal of econometrics
72
(
1996
)
1-2
,
pp. 275-300
Persistent link: https://www.econbiz.de/10006794095
Saved in:
3
Bootstrap HAC Tests for Ordinary Least Squares Regression*
Bravo, Francesco
;
Godfrey, Leslie G.
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
6
,
pp. 903-923
Persistent link: https://www.econbiz.de/10010036868
Saved in:
4
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, Leslie G.
;
Orme, Chris D.
- In:
Economics letters
82
(
2004
)
2
,
pp. 281-288
Persistent link: https://www.econbiz.de/10006758666
Saved in:
5
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Godfrey, Leslie G.
- In:
Economics letters
94
(
2007
)
3
,
pp. 408-413
Persistent link: https://www.econbiz.de/10007607209
Saved in:
6
NOTES - Instrument Relevance in Multivariate Linear Models
Godfrey, Leslie G.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 550
Persistent link: https://www.econbiz.de/10006389382
Saved in:
7
Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests
Godfrey, Leslie G.
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 263
Persistent link: https://www.econbiz.de/10006426454
Saved in:
8
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, Leslie G.
;
Orme, Chris D.
- In:
Economics letters
76
(
2002
)
3
,
pp. 429-436
Persistent link: https://www.econbiz.de/10006767239
Saved in:
9
Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables*
Godfrey, Leslie G.
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
5
,
pp. 651-669
Persistent link: https://www.econbiz.de/10009287617
Saved in:
10
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
Godfrey, Leslie G.
;
Orme, Chris D.
- In:
International economic review
37
(
1996
)
2
,
pp. 263-282
Persistent link: https://www.econbiz.de/10007314500
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