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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
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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
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The asymptotic distribution of the F-test statistics fro individual effects
Orme, Chris D.; Yamagata, Takashi - In: The econometrics journal 9 (2006) 3, pp. 404-422
Persistent link: https://www.econbiz.de/10003390160