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A note on F statistics for instrumental variable regressions

Godfrey, L. G. - In: Econometric reviews 11 (1992) 3, pp. 329-336

Persistent link: https://www.econbiz.de/10001133931

On the behavior of conditional moment tests in the presence of unconsidered local alternatives

Godfrey, L. G. - In: International economic review 37 (1996) 2, pp. 263-281

Persistent link: https://www.econbiz.de/10001202125

Diagnostic checks for single-equation error-correction and autoregressive distributed lag models

Gerrard, W. J. - In: The Manchester School 66 (1998) 2, pp. 222-237

Persistent link: https://www.econbiz.de/10001238923

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

Some results on the finite sample significance levels of instrumental variable tests for non-nested models

Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347

Persistent link: https://www.econbiz.de/10001080241

Bayesian approaches to cointegration

Koop, Gary (contributor); Strachan, Rodney W. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002229038

On the uses of misspecification checks and tests of non-nested hypotheses in empirical econometrics

Godfrey, L. G. - 1983

Persistent link: https://www.econbiz.de/10003561152

The implementation and constructive use of misspecification tests in econometrics

Godfrey, L. G. (ed.); Godfrey, L. G. (ed.) - 1992

Persistent link: https://www.econbiz.de/10013523410

Predictive density combination using a tree-based synthesis function

Chernis, Tony; Hauzenberger, Niko; Huber, Florian; … - 2023 - Last updated: December 28, 2023

Bayesian predictive synthesis (BPS) is a method of combining predictive distributions based on agent opinion analysis theory, which encompasses many common approaches to combining density forecasts. The key ingredient in BPS is a synthesis function. This is typically specified parametrically as...

Persistent link: https://www.econbiz.de/10014457607