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Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Wooldridge, Jeffrey M. - In: Journal of econometrics 182 (2014) 1, pp. 226-234
Persistent link: https://www.econbiz.de/10010497086
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A test for regression coefficient stability when a parameter is identified only under the alternative
Watson, Mark W. - 1982
Persistent link: https://www.econbiz.de/10001532164
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Encompassing tests when no model is incompassing
West, Kenneth D. - 1999
Persistent link: https://www.econbiz.de/10001446735
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Some notes on parametric significance tests for geographically weighted regression
Brunsdon, Chris; Fotheringham, Alexander Stewart; … - In: Journal of regional science 39 (1999) 3, pp. 497-524
Persistent link: https://www.econbiz.de/10001397925
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Recovered errors and normal diagnostics in regression
Jensen, Donald R.; Ramirez, Donald E. - In: Metrika : international journal for theoretical and … 49 (1999) 2, pp. 107-119
Persistent link: https://www.econbiz.de/10001463421
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Consistency of a least squares orthonormal series estimator for a regression function
Delecroix, Michel; Protopopescu, Camelia - 2000
Persistent link: https://www.econbiz.de/10001470356
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Encompassing tests when no model is encompassing
West, Kenneth D. - 2000
Persistent link: https://www.econbiz.de/10001493289
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Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.; Lee, Inpyo; Ploberger, Werner - 1992
Persistent link: https://www.econbiz.de/10000835912
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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A simple artificial regression based Lagrange multiplier test of normality in the probit model
Murphy, Anthony - 1994
Persistent link: https://www.econbiz.de/10000897390