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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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The implementation and constructive use of misspecification tests in econometrics
Godfrey, L. G. (ed.) - 1992
Persistent link: https://www.econbiz.de/10013523410
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Testing for serial correlation in dynamic simultaneous equation models
Godfrey, L. G. - In: Econometrica : journal of the Econometric Society, an … 44 (1976) 5, pp. 1077-1085
Persistent link: https://www.econbiz.de/10002458361
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Testing for multiplicative heteroskedasticity
Godfrey, Leslie G. - 1978
Persistent link: https://www.econbiz.de/10003561176
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Testing the adequacy of a time series model
Godfrey, L. G. - 1980
Persistent link: https://www.econbiz.de/10000545420
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Testing linear and long-linear regressions for functional form
Godfrey, L. G.; Wickens, M. R. - In: The review of economic studies 48 (1981) 153, pp. 487-496
Persistent link: https://www.econbiz.de/10003561130
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On the uses of misspecification checks and tests of non-nested hypotheses in empirical econometrics
Godfrey, L. G. - 1983
Persistent link: https://www.econbiz.de/10003561152
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A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Arcutt procedure
Godfrey, L. G.; Wickens, M. R.; Wickens, M. R. - 1982
Persistent link: https://www.econbiz.de/10003627877
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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