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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
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Some non-nested hypothesis tests and the relations among them
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522158
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Relations among some non-nested hypothesis tests
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522171
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A simplified version of a differencing specification test
Davidson, Russell; MacKinnon, James G. - 1984
Persistent link: https://www.econbiz.de/10003522178
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Small sample properties of alternative forms of the Lagrange multiplier test
Davidson, Russell; MacKinnon, James G. - 1981
Persistent link: https://www.econbiz.de/10003522191
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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Inflation and the savings rate
Davidson, Russell; MacKinnon, James G. - 1979
Persistent link: https://www.econbiz.de/10003522855
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Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell; MacKinnon, James G. - 1986
Persistent link: https://www.econbiz.de/10003523093
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Double-length artificial regressions
Davidson, Russell; MacKinnon, James G. - 1987
Persistent link: https://www.econbiz.de/10003522807
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Second best and stepwise control
Archibald, G. C.; Davidson, Russell - 1983
Persistent link: https://www.econbiz.de/10003472615