Narrow search
Showing 1 - 10 of 42
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Testing for serial correlation by variable addition in dynamic models estimated by instrumental variables
Godfrey, L. G. - In: The review of economics and statistics 76 (1994) 3, pp. 550-559
Persistent link: https://www.econbiz.de/10001176028
Cover Image
Tests of non-nested regression models : some results on small sample behaviour and the bootstrap
Godfrey, L. G. - In: Journal of econometrics 84 (1998) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001234512
Cover Image
A note on F statistics for instrumental variable regressions
Godfrey, L. G. - In: Econometric reviews 11 (1992) 3, pp. 329-336
Persistent link: https://www.econbiz.de/10001133931
Cover Image
Modifications of the rainbow test
Burke, Simon P.; Godfrey, L. G.; McAleer, Michael - 1991
Persistent link: https://www.econbiz.de/10000829602
Cover Image
Modified rainbow tests
Burke, S. P.; Godfrey, L. G.; McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000799439
Cover Image
Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence
Godfrey, L. G.; McAleer, Michael; MacKenzie, Colin R. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10000709154
Cover Image
A note on variable addition tests for linear and log-linear models
Godfrey, L. G.; Silva, João Santos - In: Economics letters 95 (2007) 3, pp. 422-427
Persistent link: https://www.econbiz.de/10003476363