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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
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Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, L. G. - In: Journal of econometrics 72 (1996) 1, pp. 275-299
Persistent link: https://www.econbiz.de/10001198015
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Testing for multiplicative heteroskedasticity
Godfrey, Leslie G. - In: Journal of econometrics 8 (1978) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10002458355
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Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results
Godfrey, Leslie G. - In: Journal of econometrics 82 (1998) 2, pp. 197-208
Persistent link: https://www.econbiz.de/10006790192
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Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, Leslie G. - In: Journal of econometrics 72 (1996) 1-2, pp. 275-300
Persistent link: https://www.econbiz.de/10006794095
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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