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Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
Godfrey, L. G. - 1988
Persistent link: https://www.econbiz.de/10000763901
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Testing for heteroskedasticity and predictice failure in linear regression models
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 70 (2008) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10003712671
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[Besprechung von:] Economic structure and policy. With applications to the British economy. London 1976
Godfrey, L. G. - In: The economic journal : the journal of the Royal … 87 (1977), pp. 591-592
Persistent link: https://www.econbiz.de/10002458200
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[Besprechung von:] Frontiers of quantitative economics. Vol. 3a. Amsterdam 1977
Godfrey, L. G. - In: The economic journal : the journal of the Royal … 88 (1978), pp. 360-362
Persistent link: https://www.econbiz.de/10002458205
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A further note on the treatment of serial correlation
Godfrey, L. G. - In: The Canadian journal of economics 7 (1974) 4, pp. 673-676
Persistent link: https://www.econbiz.de/10002458211
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A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure
Godfrey, L. G. - In: Economics letters 10 (1982) 1/2, pp. 81-85
Persistent link: https://www.econbiz.de/10002458224
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A note on the treatment of serial correlation
Godfrey, L. G. - In: The Canadian journal of economics 6 (1973) 4, pp. 567-573
Persistent link: https://www.econbiz.de/10002458232
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A note on the use of Durbin's h test when the equation is estimated by instrumental variables
Godfrey, L. G. - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 1, pp. 225-228
Persistent link: https://www.econbiz.de/10002458252
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On the invariance of the Lagrange multiplier test with respect to certain changes in the alternative hypothesis
Godfrey, L. G. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 6, pp. 1443-1455
Persistent link: https://www.econbiz.de/10002458264
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On the uses of misspecification checks and tests of non-nested hypotheses in empirical econometrics
Godfrey, L. G. - In: Conference papers / Royal Economic Society : selected … (1983), pp. 69-81
Persistent link: https://www.econbiz.de/10002458292