Narrow search
Showing 1 - 10 of 14
Cover Image
Some non-tested hypothesis tests and the relations among them
Davidson, Russell; Mackinnon, James G. - In: The review of economic studies 49 (1982) 158, pp. 551-565
Persistent link: https://www.econbiz.de/10003622317
Cover Image
Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
Cover Image
Some non-nested hypothesis tests and the relations among them
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522158
Cover Image
Practitioners' corner : double length artificial regressions
Davidson, Russell; MacKinnon, James G. - In: Oxford bulletin of economics and statistics 50 (1988) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10003522163
Cover Image
Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
Cover Image
Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003529412
Cover Image
Some further results on tests for model specification in the presence of alternative hypotheses
MacKinnon, James C.; White, Halbert; Davidson, Russell - 1982
Persistent link: https://www.econbiz.de/10003522814
Cover Image
Implicit alternatives and the local power of test statistics
Davidson, Russell; MacKinnon, James C. - 1984
Persistent link: https://www.econbiz.de/10003522849
Cover Image
Maximum likelihood estimation of singular equation systems with autoregressive disturbances
Beach, Charles M.; MacKinnon, James G. - 1977
Persistent link: https://www.econbiz.de/10003486149
Cover Image
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
MacKinnon, James G.; White, Halbert - In: Journal of econometrics 29 (1985) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10003622876