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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
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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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Regression by minimum sum of absolute errors: some resultats
Danao, Rolando A. - 1983
Persistent link: https://www.econbiz.de/10003522646
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On point-optimal Cox tests
Dastoor, Naorayex K.; Fisher, Gordon - 1985
Persistent link: https://www.econbiz.de/10003522686
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Heteroskedasticity-robust tests in regression directions
Davidson, Russell; MacKinnon, James C. - 1985
Persistent link: https://www.econbiz.de/10003522821
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Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell; MacKinnon, James G. - 1986
Persistent link: https://www.econbiz.de/10003523093
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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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Improved estimation of the disturbance variance in a linear regression model
Gelfand, Alan E.; Dey, Dipak K. - In: Journal of econometrics 39 (1988) 3, pp. 387-395
Persistent link: https://www.econbiz.de/10003526631
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Switching regression models with imperfect sample separation information - with an application on cartel stability
Lee, Lung-Fei; Porter, Robert H. - 1982
Persistent link: https://www.econbiz.de/10003527702
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A quadratic segment confidence band for the quadratic regression model
Richmond, J. - 1981
Persistent link: https://www.econbiz.de/10003527878