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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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Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests
Godfrey, Leslie G. - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 263
Persistent link: https://www.econbiz.de/10006426454
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NOTES - Instrument Relevance in Multivariate Linear Models
Godfrey, Leslie G. - In: The review of economics and statistics 81 (1999) 3, pp. 550
Persistent link: https://www.econbiz.de/10006389382
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On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
Godfrey, Leslie G.; Orme, Chris D. - In: International economic review 37 (1996) 2, pp. 263-282
Persistent link: https://www.econbiz.de/10007314500
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Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables*
Godfrey, Leslie G. - In: Oxford bulletin of economics and statistics 73 (2011) 5, pp. 651-669
Persistent link: https://www.econbiz.de/10009287617
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Bootstrap HAC Tests for Ordinary Least Squares Regression*
Bravo, Francesco; Godfrey, Leslie G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-923
Persistent link: https://www.econbiz.de/10010036868
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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, Leslie G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-288
Persistent link: https://www.econbiz.de/10006758666
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, Leslie G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10006767239
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On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Godfrey, Leslie G. - In: Economics letters 94 (2007) 3, pp. 408-413
Persistent link: https://www.econbiz.de/10007607209