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Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
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Testing and determining arbitrage pricing structure from regressions on macro variables
Cragg, John G.; Donald, Stephen G. - 1992
Persistent link: https://www.econbiz.de/10000135956
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Excessive stock price dispersion : a regression test of cross-sectional volatility
Bulkley, George; Snell, Andy; Tonks, Ian - 1996
Persistent link: https://www.econbiz.de/10000944262
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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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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Most stringent and best invariant hypothesis tests for regression models
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148804
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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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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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A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter - 1987
Persistent link: https://www.econbiz.de/10001383153
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Regression based tests for non-nested alternatives in grouped duration models
Sueyoshi, Glenn T. - 1994
Persistent link: https://www.econbiz.de/10000892039