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Testing for skewness of regression disturbances
Godfrey, L. G.; Orme, C. D. - In: Economics Letters 37 (1991) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10005158763
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A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure
Godfrey, L. G. - In: Economics Letters 10 (1982) 1-2, pp. 81-85
Persistent link: https://www.econbiz.de/10005287943
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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, S. P.; Godfrey, L. G. - In: Economics Letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10005307259
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Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models
Godfrey, L. G.; Hutton, J. P. - In: Economics Letters 44 (1994) 4, pp. 359-364
Persistent link: https://www.econbiz.de/10005269978
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Bootstrap-based critical values for tests of common factor restrictions
Godfrey, L. G.; Veall, M. R. - In: Economics Letters 59 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10005362037
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A simple derivation of the limited information maximum likelihood estimator
Godfrey, L. G.; Wickens, M. R. - In: Economics Letters 10 (1982) 3-4, pp. 277-283
Persistent link: https://www.econbiz.de/10005362382
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A proof of the asymptotic validity of a test for perfect aggregation
Pesaran, M. H.; Pierse, R. G. - In: Economics Letters 30 (1989) 1, pp. 41-47
Persistent link: https://www.econbiz.de/10005270314
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Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. H.; Hall, A. D. - In: Economics Letters 27 (1988) 4, pp. 341-348
Persistent link: https://www.econbiz.de/10005361588