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Tests of non-nested regression...
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Ökonometrik Schätzung
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ECONIS (ZBW)
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RePEc
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Test of non-nested regression models : small sample adjustments and Monte Carlo evidence
Godfrey, L. G.
;
Pesaran, M. H.
- In:
Annals of applied econometrics
(
1983
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10002458383
Saved in:
2
Small sample adjustments for the J-test
Godfrey, L. G.
;
Pesaran, M. Hashem
-
1983
Persistent link: https://www.econbiz.de/10002458323
Saved in:
3
Tests of non-nested regression models : small sample adjustments and Monte Carlo evidence
Godfrey, L. G.
;
Pesaran, M. Hashem
-
1982
Persistent link: https://www.econbiz.de/10002458391
Saved in:
4
[Besprechung von:] Economic structure and policy. With applications to the British economy. London 1976
Godfrey, L. G.
- In:
The economic journal : the journal of the Royal …
87
(
1977
),
pp. 591-592
Persistent link: https://www.econbiz.de/10002458200
Saved in:
5
[Besprechung von:] Frontiers of quantitative economics. Vol. 3a. Amsterdam 1977
Godfrey, L. G.
- In:
The economic journal : the journal of the Royal …
88
(
1978
),
pp. 360-362
Persistent link: https://www.econbiz.de/10002458205
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6
A further note on the treatment of serial correlation
Godfrey, L. G.
- In:
The Canadian journal of economics
7
(
1974
)
4
,
pp. 673-676
Persistent link: https://www.econbiz.de/10002458211
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7
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/10002458224
Saved in:
8
A note on the treatment of serial correlation
Godfrey, L. G.
- In:
The Canadian journal of economics
6
(
1973
)
4
,
pp. 567-573
Persistent link: https://www.econbiz.de/10002458232
Saved in:
9
A note on the use of Durbin's h test when the equation is estimated by instrumental variables
Godfrey, L. G.
- In:
Econometrica : journal of the Econometric Society, an …
46
(
1978
)
1
,
pp. 225-228
Persistent link: https://www.econbiz.de/10002458252
Saved in:
10
On the uses of misspecification checks and tests of non-nested hypotheses in empirical econometrics
Godfrey, L. G.
- In:
Conference papers / Royal Economic Society : selected …
(
1983
),
pp. 69-81
Persistent link: https://www.econbiz.de/10002458292
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