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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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Tests for model specification in the presence of alternative hypotheses: some further results
Davidson, Russell; MacKinnon, James G. - 1981
Persistent link: https://www.econbiz.de/10003523319
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Tests for two separate regressions
Fisher, Gordon R. - 1982
Persistent link: https://www.econbiz.de/10003529104
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Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000781771
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Consistent tests for the encompassing hypothesis
Smith, Richard J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880463
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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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Bayesian hypothesis testing in linear models with continuously induced conjugate priors across hypotheses
Poirier, Dale J. - 1984
Persistent link: https://www.econbiz.de/10003652795
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Tests for over-identifying restrictions in partially identified linear structural equations
Forchini, Giovanni - 2006
Persistent link: https://www.econbiz.de/10003433850
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Asymptotic power comparisons of tests of separate parametric families by bahadur`s approach
Pesaran, M. Hashem - 1986
Persistent link: https://www.econbiz.de/10003467773