Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
Cover Image
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
Cover Image
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