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Leslie G. Godfrey - MaRDI portal

Leslie G. Godfrey

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Person:1255289

Available identifiers

zbMath Open godfrey.leslie-gWikidataQ30072923 ScholiaQ30072923MaRDI QIDQ1255289

List of research outcomes





PublicationDate of PublicationType
Some results on the finite sample significance levels of instrumental variable tests for non-nested models2017-11-09Paper
A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure2013-07-26Paper
A simple derivation of the limited information maximum likelihood estimator2013-07-26Paper
A note on variable addition tests for linear and log-linear models2013-01-28Paper
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses2013-01-09Paper
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients2013-01-01Paper
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models2009-05-29Paper
Tests for regression models with heteroskedasticity of unknown form2008-12-11Paper
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models2008-11-26Paper
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods2007-12-16Paper
Simulation‐based tests for heteroskedasticity in linear regression models: Some further results2006-05-26Paper
Bootstrap Tests of Nonnested Hypotheses: Some Further Results2005-05-23Paper
Using bootstrap methods to obtain non-normality robust Chow prediction tests.2002-08-13Paper
On improving the robustness and reliability of Rao's score test2002-04-07Paper
Controlling the significance levels of prediction error tests for linear regression models2001-07-19Paper
Alternative approaches to testing by variable addition2000-11-20Paper
The robustness, reliabiligy and power of heteroskedasticity tests2000-03-14Paper
Bootstrap-based critical values for tests of common factor restrictions1998-08-13Paper
Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results1998-05-10Paper
Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap1998-05-10Paper
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives1996-08-12Paper
Misspecification tests and their uses in econometrics1996-07-18Paper
Some results on the Glejser and Koenker tests for heteroskedasticity1996-07-15Paper
Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models1994-09-08Paper
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model1994-08-14Paper
https://portal.mardi4nfdi.de/entity/Q39993291992-09-17Paper
Testing for skewness of regression disturbances1992-06-28Paper
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure1990-01-01Paper
Checks of model adequacy for univariate time series models and their application to econometric relationships1988-01-01Paper
A Simplified Version of the Differencing Test1985-01-01Paper
Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence1983-01-01Paper
Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares1983-01-01Paper
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis1981-01-01Paper
Testing Linear and Log-Linear Regressions for Functional Form1981-01-01Paper
Testing the adequacy of a time series model1979-01-01Paper
Testing for multiplicative heteroskedasticity1978-01-01Paper
A Note on the Use of Durbin's h Tests when the Equation is Estimated by Instrumental Variables1978-01-01Paper
Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1978-01-01Paper
Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables1978-01-01Paper
Testing for Serial Correlation in Dynamic Simultaneous Equation Models1976-01-01Paper
Testing the Restrictions of the Almon Lag Technique1975-01-01Paper

Research outcomes over time

This page was built for person: Leslie G. Godfrey