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Specifying and diagnostically testing econometric models
Stokes, Houston H. - 1991
Persistent link: https://www.econbiz.de/10000817455
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Testing for selectivity bias in panel data models
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000786807
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Joint tests for regularity and autocorrelation in allocation systems
Deschamps, Jean-Philippe - 1990
Persistent link: https://www.econbiz.de/10000797047
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Modified rainbow tests
Burke, S. P.; Godfrey, L. G.; McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000799439
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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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Using bivariate autoregressive representations in testing exact expectations relations
Lévy, Emile; Nobay, A. Robert - 1987
Persistent link: https://www.econbiz.de/10000766182
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What do tests for heteroskedasticity detect?
Dutta, Jayasri; Zaman, Asad - 1989
Persistent link: https://www.econbiz.de/10000771814
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Testing for identifiability of simultaneous-equation coefficients
Cragg, John G.; Donald, Stephen G. - 1989
Persistent link: https://www.econbiz.de/10000781475
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Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000781771