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~person:"Godfrey, L. G."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Bootstrap approach
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Bootstrap-Verfahren
8
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Godfrey, L. G.
MacKinnon, James G.
24
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22
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21
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21
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20
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Economics letters
3
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2
The econometrics journal
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ECONIS (ZBW)
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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
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Godfrey, L. G.
- In:
Economics letters
94
(
2007
)
3
,
pp. 408-413
Persistent link: https://www.econbiz.de/10003437673
Saved in:
3
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:
4
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:
5
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.
;
Orme, Chris D.
- In:
Economics letters
82
(
2004
)
2
,
pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
Saved in:
6
Bootstrap tests of nonnested hypotheses : some further results
Godfrey, L. G.
;
Silva, João Santos
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 325-340
Persistent link: https://www.econbiz.de/10002514209
Saved in:
7
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:
8
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:
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