The following pages link to Leslie G. Godfrey (Q1255289):
Displayed 43 items.
- (Q203668) (redirect page) (← links)
- A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure (Q356565) (← links)
- A simple derivation of the limited information maximum likelihood estimator (Q356643) (← links)
- (Q588545) (redirect page) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
- Bootstrap-based critical values for tests of common factor restrictions (Q1128779) (← links)
- Testing for skewness of regression disturbances (Q1184948) (← links)
- Testing for multiplicative heteroskedasticity (Q1255290) (← links)
- Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models (Q1327961) (← links)
- Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326) (← links)
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
- Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
- Some results on the finite sample significance levels of instrumental variable tests for non-nested models (Q1676638) (← links)
- Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients (Q1927432) (← links)
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses (Q1929857) (← links)
- A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
- Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure (Q3470025) (← links)
- A Simplified Version of the Differencing Test (Q3716190) (← links)
- On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis (Q3914290) (← links)
- Testing Linear and Log-Linear Regressions for Functional Form (Q3925057) (← links)
- Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares (Q3963927) (← links)
- (Q3999329) (← links)
- Testing the Restrictions of the Almon Lag Technique (Q4067966) (← links)
- Testing for Serial Correlation in Dynamic Simultaneous Equation Models (Q4107340) (← links)
- A Note on the Use of Durbin's h Tests when the Equation is Estimated by Instrumental Variables (Q4148721) (← links)
- Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (Q4178359) (← links)
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (Q4178360) (← links)
- Testing the adequacy of a time series model (Q4181137) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
- The Sensitivity of Some General Checks to Omitted Variables in the Linear Model (Q4301666) (← links)
- Alternative approaches to testing by variable addition (Q4493481) (← links)
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results (Q4678787) (← links)
- Controlling the significance levels of prediction error tests for linear regression models (Q4762173) (← links)
- On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives (Q4889510) (← links)
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)