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Discriminating between autocorrelation and misspecification in regression analysis : an alternative test strategy
Godfrey, L. G. - In: The review of economics and statistics 69 (1987) 1, pp. 128-134
Persistent link: https://www.econbiz.de/10001021963
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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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Modifications of the rainbow test
Burke, Simon P.; Godfrey, L. G.; McAleer, Michael - 1991
Persistent link: https://www.econbiz.de/10000829602
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Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence
Godfrey, L. G.; McAleer, Michael; MacKenzie, Colin R. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10000709154
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Modified rainbow tests
Burke, Simon P.; Godfrey, L. G.; McAleer, Michael - 1990
Persistent link: https://www.econbiz.de/10000799439
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Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
Godfrey, L. G. - 1988
Persistent link: https://www.econbiz.de/10000763901
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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
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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
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[Rezension von: Godfrey, Leslie G., Misspecification tests in econometrics]
Davidson, Russell - In: Journal of economic literature 28 (1990) 2, pp. 690-691
Persistent link: https://www.econbiz.de/10001344215