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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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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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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, Leslie G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-288
Persistent link: https://www.econbiz.de/10006758666
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, Leslie G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10006767239
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On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Godfrey, Leslie G. - In: Economics letters 94 (2007) 3, pp. 408-413
Persistent link: https://www.econbiz.de/10007607209
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Robust nonnested testing for ordinary least squares regression when some of the regressors are lagged dependent variables
Godfrey, L. G. - 2010
Persistent link: https://www.econbiz.de/10008664082
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A robust test for error cross-section correlation in panel models
Godfrey, L. G.; Yamagata, Takashi - 2010
Persistent link: https://www.econbiz.de/10003981901
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Special issue in honor of Les Godfrey
Abadir, Karim Maher (contributor); Godfrey, L. G. (honouree) - 2014
Persistent link: https://www.econbiz.de/10010360824
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Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco; Godfrey, L. G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
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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