| Publication | Date of Publication | Type |
|---|
| Some results on the finite sample significance levels of instrumental variable tests for non-nested models | 2017-11-09 | Paper |
| A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure | 2013-07-26 | Paper |
| A simple derivation of the limited information maximum likelihood estimator | 2013-07-26 | Paper |
| A note on variable addition tests for linear and log-linear models | 2013-01-28 | Paper |
| On the asymptotic validity of a bootstrap method for testing nonnested hypotheses | 2013-01-09 | Paper |
| Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients | 2013-01-01 | Paper |
| Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models | 2009-05-29 | Paper |
| Tests for regression models with heteroskedasticity of unknown form | 2008-12-11 | Paper |
| The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models | 2008-11-26 | Paper |
| Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods | 2007-12-16 | Paper |
| Simulation‐based tests for heteroskedasticity in linear regression models: Some further results | 2006-05-26 | Paper |
| Bootstrap Tests of Nonnested Hypotheses: Some Further Results | 2005-05-23 | Paper |
| Using bootstrap methods to obtain non-normality robust Chow prediction tests. | 2002-08-13 | Paper |
| On improving the robustness and reliability of Rao's score test | 2002-04-07 | Paper |
| Controlling the significance levels of prediction error tests for linear regression models | 2001-07-19 | Paper |
| Alternative approaches to testing by variable addition | 2000-11-20 | Paper |
| The robustness, reliabiligy and power of heteroskedasticity tests | 2000-03-14 | Paper |
| Bootstrap-based critical values for tests of common factor restrictions | 1998-08-13 | Paper |
| Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap | 1998-05-10 | Paper |
| Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results | 1998-05-10 | Paper |
| On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives | 1996-08-12 | Paper |
| Misspecification tests and their uses in econometrics | 1996-07-18 | Paper |
| Some results on the Glejser and Koenker tests for heteroskedasticity | 1996-07-15 | Paper |
| Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models | 1994-09-08 | Paper |
| The Sensitivity of Some General Checks to Omitted Variables in the Linear Model | 1994-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999329 | 1992-09-17 | Paper |
| Testing for skewness of regression disturbances | 1992-06-28 | Paper |
| Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure | 1990-01-01 | Paper |
| Checks of model adequacy for univariate time series models and their application to econometric relationships | 1988-01-01 | Paper |
| A Simplified Version of the Differencing Test | 1985-01-01 | Paper |
| Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence | 1983-01-01 | Paper |
| Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares | 1983-01-01 | Paper |
| On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis | 1981-01-01 | Paper |
| Testing Linear and Log-Linear Regressions for Functional Form | 1981-01-01 | Paper |
| Testing the adequacy of a time series model | 1979-01-01 | Paper |
| Testing for multiplicative heteroskedasticity | 1978-01-01 | Paper |
| Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables | 1978-01-01 | Paper |
| Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables | 1978-01-01 | Paper |
| A Note on the Use of Durbin's h Tests when the Equation is Estimated by Instrumental Variables | 1978-01-01 | Paper |
| Testing for Serial Correlation in Dynamic Simultaneous Equation Models | 1976-01-01 | Paper |
| Testing the Restrictions of the Almon Lag Technique | 1975-01-01 | Paper |
