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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983
Persistent link: https://www.econbiz.de/10000012596
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Simulation-based tests for heteroskedasticity in linear regression models: Some further results
Godfrey, L.G.; Orme, C.D.; Santos Silva, J.M.C. - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10007424197
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The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
Godfrey, L.G.; Orme, C.D. - In: International economic review 35 (1994) 2, pp. 489-506
Persistent link: https://www.econbiz.de/10006073241
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Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Godfrey, L.G.; Santos Silva, J.M.C. - In: Econometric reviews 23 (2004) 4, pp. 325-340
Persistent link: https://www.econbiz.de/10006878528
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Bootstrap-based critical values for tests of common factor restrictions
Godfrey, L.G.; Veall, M.R. - In: Economics letters 59 (1998) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10006789080
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Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
Godfrey, L.G. - In: Journal of econometrics 84 (1998) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10006790113
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Discrimination between erreors-in-variables-simultaneity and misspecification in linear regression models
Godfrey, L.G.; Hutton, J.P. - In: Economics letters 44 (1994) 4, pp. 359-364
Persistent link: https://www.econbiz.de/10006802525
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Alternative Approaches to Testing by Variable Addition
Godfrey, L.G.; Veall, M.R. - In: Econometric reviews 19 (2000) 2, pp. 241
Persistent link: https://www.econbiz.de/10006908193
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The Robustness, Reliability, and Power of Heteroskedasticity Tests
Godfrey, L.G.; Orme, C.D. - In: Econometric reviews 18 (1999) 2, pp. 169-194
Persistent link: https://www.econbiz.de/10006914276
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A note on variable addition tests for linear and log-linear models
Godfrey, L.G.; Santos Silva, J.M.C. - In: Economics letters 95 (2007) 3, pp. 422-427
Persistent link: https://www.econbiz.de/10007734998