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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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Testing for random walk coefficients in regression and state space models
Moryson, Martin - 1998
Persistent link: https://www.econbiz.de/10000666710
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Most stringent and best invariant hypothesis tests for regression models
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148804
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Lagged cross-products of regression residuals and a family of serial correlation tests
Gooijer, Jan G. de; MacNeill, Ian B. - 1994
Persistent link: https://www.econbiz.de/10000151697
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Some notes on parametric significance tests for geographically weighted regression
Brunsdon, Chris; Fotheringham, Alexander Stewart; … - In: Journal of regional science 39 (1999) 3, pp. 497-524
Persistent link: https://www.econbiz.de/10001397925
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A note on super exogeneity in linear regression models
Psaradakis, Zacharias G. - In: Econometric reviews 18 (1999) 3, pp. 331-336
Persistent link: https://www.econbiz.de/10001405022
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The distributions of the J and Cox non-nested test in regression models with weakly correlated regressors
Michelis, Leo - In: Journal of econometrics 93 (1999) 2, pp. 369-401
Persistent link: https://www.econbiz.de/10001406666
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Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D. - 1999
Persistent link: https://www.econbiz.de/10001408167
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Testing for linearity
Hansen, Bruce E. - 1999
Persistent link: https://www.econbiz.de/10001409907