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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
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Modified rainbow tests
Burke, S. P.; Godfrey, L. G.; McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000799439
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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
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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Bootstrap tests of nonnested hypotheses : some further results
Godfrey, L. G.; Silva, João Santos - In: Econometric reviews 23 (2004) 4, pp. 325-340
Persistent link: https://www.econbiz.de/10002514209
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
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Small sample adjustments for the J-test
Godfrey, L. G.; Pesaran, Hashem - 1982
Persistent link: https://www.econbiz.de/10001532016
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M. Hashem - 1983
Persistent link: https://www.econbiz.de/10000012596