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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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A note on variable addition tests for linear and log-linear models
Godfrey, L. G.; Silva, João Santos - In: Economics letters 95 (2007) 3, pp. 422-427
Persistent link: https://www.econbiz.de/10003476363
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Bootstrap tests of nonnested hypotheses : some further results
Godfrey, L. G.; Silva, João Santos - In: Econometric reviews 23 (2004) 4, pp. 325-340
Persistent link: https://www.econbiz.de/10002514209
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
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Controlling the significance levels of prediction error tests for linear regression models
Godfrey, L. G.; Orme, Chris D. - In: The econometrics journal 3 (2000) 1, pp. 66-83
Persistent link: https://www.econbiz.de/10001532218
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On the behavior of conditional moment tests in the presence of unconsidered local alternatives
Godfrey, L. G. - In: International economic review 37 (1996) 2, pp. 263-281
Persistent link: https://www.econbiz.de/10001202125
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Testing for skewness of regression disturbances
Godfrey, L. G. - In: Economics letters 37 (1991) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10001110916
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The sensitivity of some general checks to omitted variables in the linear model
Godfrey, L. G. - In: International economic review 35 (1994) 2, pp. 489-506
Persistent link: https://www.econbiz.de/10001164413
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Testing for skewness of regression disturbances
Godfrey, L. G.; Orme, C. D. - In: Economics Letters 37 (1991) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10005158763