| Publication | Date of Publication | Type |
|---|
Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Economics Letters | 2017-11-09 | Paper |
A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure
Economics Letters | 2013-07-26 | Paper |
A simple derivation of the limited information maximum likelihood estimator
Economics Letters | 2013-07-26 | Paper |
A note on variable addition tests for linear and log-linear models
Economics Letters | 2013-01-28 | Paper |
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Economics Letters | 2013-01-09 | Paper |
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Economics Letters | 2013-01-01 | Paper |
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Tests for regression models with heteroskedasticity of unknown form
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
Journal of Time Series Analysis | 2007-12-16 | Paper |
Simulation‐based tests for heteroskedasticity in linear regression models: Some further results
Econometrics Journal | 2006-05-26 | Paper |
Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Econometric Reviews | 2005-05-23 | Paper |
Using bootstrap methods to obtain non-normality robust Chow prediction tests.
Economics Letters | 2002-08-13 | Paper |
On improving the robustness and reliability of Rao's score test
Journal of Statistical Planning and Inference | 2002-04-07 | Paper |
Controlling the significance levels of prediction error tests for linear regression models
Econometrics Journal | 2001-07-19 | Paper |
Alternative approaches to testing by variable addition
Econometric Reviews | 2000-11-20 | Paper |
The robustness, reliabiligy and power of heteroskedasticity tests
Econometric Reviews | 2000-03-14 | Paper |
Bootstrap-based critical values for tests of common factor restrictions
Economics Letters | 1998-08-13 | Paper |
Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
Journal of Econometrics | 1998-05-10 | Paper |
Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results
Journal of Econometrics | 1998-05-10 | Paper |
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
International Economic Review | 1996-08-12 | Paper |
Misspecification tests and their uses in econometrics
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
Some results on the Glejser and Koenker tests for heteroskedasticity
Journal of Econometrics | 1996-07-15 | Paper |
Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models
Economics Letters | 1994-09-08 | Paper |
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model
International Economic Review | 1994-08-14 | Paper |
| scientific article; zbMATH DE number 48305 (Why is no real title available?) | 1992-09-17 | Paper |
Testing for skewness of regression disturbances
Economics Letters | 1992-06-28 | Paper |
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
Review of Economic Studies | 1990-01-01 | Paper |
Checks of model adequacy for univariate time series models and their application to econometric relationships
Econometric Reviews | 1988-01-01 | Paper |
A Simplified Version of the Differencing Test
International Economic Review | 1985-01-01 | Paper |
Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
Journal of Econometrics | 1983-01-01 | Paper |
Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares
Econometrica | 1983-01-01 | Paper |
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
Econometrica | 1981-01-01 | Paper |
Testing Linear and Log-Linear Regressions for Functional Form
Review of Economic Studies | 1981-01-01 | Paper |
Testing the adequacy of a time series model
Biometrika | 1979-01-01 | Paper |
Testing for multiplicative heteroskedasticity
Journal of Econometrics | 1978-01-01 | Paper |
Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
Econometrica | 1978-01-01 | Paper |
Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
Econometrica | 1978-01-01 | Paper |
A Note on the Use of Durbin's h Tests when the Equation is Estimated by Instrumental Variables
Econometrica | 1978-01-01 | Paper |
Testing for Serial Correlation in Dynamic Simultaneous Equation Models
Econometrica | 1976-01-01 | Paper |
| Testing the Restrictions of the Almon Lag Technique | 1975-01-01 | Paper |
