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Tests of non-nested regression...
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Small sample adjustments for the J-test
Godfrey, L. G.
;
Godfrey, L.G.
;
Pesaran, M. Hashem
-
1983
Persistent link: https://www.econbiz.de/10000012596
Saved in:
2
Small sample adjustments for the J-test
Godfrey, L. G.
;
Pesaran, M. Hashem
-
1982
Persistent link: https://www.econbiz.de/10001532016
Saved in:
3
Testing for heteroskedasticity and predictice failure in linear regression models
Godfrey, L. G.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
3
,
pp. 415-429
Persistent link: https://www.econbiz.de/10003712671
Saved in:
4
Alternative approaches to testing by variable addition
Godfrey, L. G.
;
Veall, Michael R.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001483713
Saved in:
5
Modified rainbow tests
Burke, Simon P.
;
Godfrey, L. G.
;
McAleer, Michael
-
1990
Persistent link: https://www.econbiz.de/10000799439
Saved in:
6
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
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7
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
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8
Bootstrap tests of nonnested hypotheses : some further results
Godfrey, L. G.
;
Silva, João Santos
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 325-340
Persistent link: https://www.econbiz.de/10002514209
Saved in:
9
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
Saved in:
10
Non-nested hypothesis testing : an overview
Pesaran, M. Hashem
;
Weeks, Melvyn
-
1999
Persistent link: https://www.econbiz.de/10001441731
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