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subject:"Schätztheorie"
type_genre:"Multi-volume publication"
~person:"Godfrey, L. G."
~subject:"Regression analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Regression analysis
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23
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Godfrey, L. G.
Phillips, Peter C. B.
47
Andrews, Donald W. K.
33
Baltagi, Badi H.
30
Li, Qi
29
Newey, Whitney K.
27
Ohtani, Kazuhiro
27
Pesaran, M. Hashem
23
Giles, David E. A.
21
Horowitz, Joel
21
McAleer, Michael
21
Linton, Oliver
20
Ullah, Aman
20
Gouriéroux, Christian
19
Krämer, Walter
19
Lee, Lung-fei
19
King, Maxwell L.
18
Robinson, Peter M.
18
Ghysels, Eric
17
Hahn, Jinyong
17
Wooldridge, Jeffrey M.
17
Granger, C. W. J.
16
Srivastava, Virendra K.
16
Bai, Jushan
15
Dufour, Jean-Marie
15
Hansen, Bruce E.
15
Schmidt, Peter
15
Smith, Richard J.
15
Bera, Anil K.
14
Chernozhukov, Victor
14
Imbens, Guido
14
Kelejian, Harry H.
14
Orme, Chris D.
14
Steel, Mark F. J.
14
Stengos, Thanasēs
14
White, Halbert
14
Arellano, Manuel
13
Franses, Philip Hans
13
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4
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3
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2
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ECONIS (ZBW)
19
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1
Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco
;
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
6
,
pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
Saved in:
2
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.
;
Orme, Chris D.
;
Silva, João Santos
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Saved in:
3
Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 263-279
Persistent link: https://www.econbiz.de/10002693305
Saved in:
4
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.
;
Orme, Chris D.
- In:
Economics letters
76
(
2002
)
3
,
pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
Saved in:
5
Alternative approaches to testing by variable addition
Godfrey, L. G.
;
Veall, Michael R.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001483713
Saved in:
6
Controlling the significance levels of prediction error tests for linear regression models
Godfrey, L. G.
;
Orme, Chris D.
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 66-83
Persistent link: https://www.econbiz.de/10001532218
Saved in:
7
Tests of non-nested regression models : some results on small sample behaviour and the bootstrap
Godfrey, L. G.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001234512
Saved in:
8
Hausman tests for autocorrelation in the presence of lagged dependent variables : some further results
Godfrey, L. G.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 197-207
Persistent link: https://www.econbiz.de/10001234580
Saved in:
9
Diagnostic checks for single-equation error-correction and autoregressive distributed lag models
Gerrard, W. J.
- In:
The Manchester School
66
(
1998
)
2
,
pp. 222-237
Persistent link: https://www.econbiz.de/10001238923
Saved in:
10
On the behavior of conditional moment tests in the presence of unconsidered local alternatives
Godfrey, L. G.
- In:
International economic review
37
(
1996
)
2
,
pp. 263-281
Persistent link: https://www.econbiz.de/10001202125
Saved in:
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