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A new form of the information matrix test
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
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Model specification tests and artificial regressions
MacKinnon, James G. - In: Journal of economic literature 30 (1992) 1, pp. 102-146
Persistent link: https://www.econbiz.de/10001124696
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Implicit alternatives and the local power of test statistics
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1305-1329
Persistent link: https://www.econbiz.de/10001036128
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Approximate asymptotic distribution functions for unit-root and cointegration tests
MacKinnon, James G. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10001167120
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Bootstrap inference in a linear equation estimated by instrumental variables
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 11 (2008) 3, pp. 443-477
Persistent link: https://www.econbiz.de/10003802333
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Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
MacKinnon, James G.; White, Halbert - In: Journal of econometrics 29 (1985) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10003622876
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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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Convenient specification tests for logit and probit models
Davidson, Russell; MacKinnon, James G. - In: Econometrica : journal of the Econometric Society, an … 25 (1984) 3, pp. 241-262
Persistent link: https://www.econbiz.de/10003522787