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Double-length artificial regressions
Davidson, Russell; MacKinnon, James G. - 1987
Persistent link: https://www.econbiz.de/10003522807
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003529412
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Implicit alternatives and the local power of test statistics
Davidson, Russell; MacKinnon, James C. - 1984
Persistent link: https://www.econbiz.de/10003522849
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Some non-tested hypothesis tests and the relations among them
Davidson, Russell; Mackinnon, James G. - In: The review of economic studies 49 (1982) 158, pp. 551-565
Persistent link: https://www.econbiz.de/10003622317
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Some non-nested hypothesis tests and the relations among them
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522158
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Practitioners' corner : double length artificial regressions
Davidson, Russell; MacKinnon, James G. - In: Oxford bulletin of economics and statistics 50 (1988) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10003522163
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Relations among some non-nested hypothesis tests
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522171
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Small sample properties of alternative forms of the Lagrange multiplier test
Davidson, Russell; MacKinnon, James G. - 1981
Persistent link: https://www.econbiz.de/10003522191
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198