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Instrument relevance in multivariate linear models
Godfrey, L. G. - In: The review of economics and statistics 81 (1999) 3, pp. 550-552
Persistent link: https://www.econbiz.de/10001406207
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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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Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 263-279
Persistent link: https://www.econbiz.de/10002693305
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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
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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
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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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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