15
H index
21
i10 index
1238
Citations
University of York | 15 H index 21 i10 index 1238 Citations RESEARCH PRODUCTION: 49 Articles 4 Papers 1 Books RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Leslie George Godfrey. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | Energy and economic growth. An empirical analysis. (2021). Adamopoulos, Antonios. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:151-166. Full description at Econpapers || Download paper |
2020 | Generic promotion of Norwegian seafood exports. (2020). Williams, Gary ; Capps, Oral. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:307217. Full description at Econpapers || Download paper |
2021 | Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769. Full description at Econpapers || Download paper |
2020 | Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161. Full description at Econpapers || Download paper |
2020 | Model Specification Test with Unlabeled Data: Approach from Covariate Shift. (2019). Kawarazaki, Hikaru ; Kato, Masahiro. In: Papers. RePEc:arx:papers:1911.00688. Full description at Econpapers || Download paper |
2021 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Papers. RePEc:arx:papers:2005.04089. Full description at Econpapers || Download paper |
2021 | Valid Heteroskedasticity Robust Testing. (2021). Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2104.12597. Full description at Econpapers || Download paper |
2021 | On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450. Full description at Econpapers || Download paper |
2022 | GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691. Full description at Econpapers || Download paper |
2022 | Is autonomous demand really autonomous in the United States? An asymmetric frequency?domain Granger causality approach. (2022). Manera, Carles ; Perezmontiel, Jose A. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:78-92. Full description at Econpapers || Download paper |
2022 | Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408. Full description at Econpapers || Download paper |
2020 | Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications. (2020). Mann, Yoon ; Yannis, Bilias ; Osman, Doan ; Anil, Bera ; Suleyman, Tapinar. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:9:y:2020:i:1:p:29:n:2. Full description at Econpapers || Download paper |
2022 | Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1. Full description at Econpapers || Download paper |
2020 | Testing Random Assignment to Peer Groups. (2020). Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2024. Full description at Econpapers || Download paper |
2020 | Renewable Energy Consumption and Unemployment in South Africa. (2020). Khobai, hlalefang ; Dingela, Siyasanga ; Anyikwa, Izunna ; Moyo, Clement ; Kolisi, Nwabisa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-21. Full description at Econpapers || Download paper |
2020 | Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). Jafari, Mahboubeh ; Kia, Amir. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x. Full description at Econpapers || Download paper |
2020 | A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041. Full description at Econpapers || Download paper |
2021 | A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749. Full description at Econpapers || Download paper |
2021 | Are house prices overvalued in Spain? A regional approach. (2021). MiguelGarcia-Posada, ; Alvarez-Roman, Laura. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000882. Full description at Econpapers || Download paper |
2020 | Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2020). Dufour, Jean-Marie ; Tchatoka, Firmin Doko. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:390-418. Full description at Econpapers || Download paper |
2020 | The fast iterated bootstrap. (2020). Davidson, Russell ; Troki, Mirza. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:451-475. Full description at Econpapers || Download paper |
2020 | Hypothesis testing based on a vector of statistics. (2020). Akram, Muhammad ; Zhang, Xibin ; King, Maxwell L. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:425-455. Full description at Econpapers || Download paper |
2021 | A Bayesian robust chi-squared test for testing simple hypotheses. (2021). Tapinar, Suleyman ; Doan, Osman ; Bera, Anil K. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:933-958. Full description at Econpapers || Download paper |
2021 | Spousal bereavement and the cognitive health of older adults in the US: New insights on channels, single items, and subjective evidence. (2021). Kim, Jun Sung ; Inder, Brett ; Zhao, Yuejun. In: Economics & Human Biology. RePEc:eee:ehbiol:v:43:y:2021:i:c:s1570677x21000800. Full description at Econpapers || Download paper |
2021 | Estimating income and price elasticities of residential electricity demand with Autometrics. (2021). Pellini, Elisabetta. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003078. Full description at Econpapers || Download paper |
2021 | Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x. Full description at Econpapers || Download paper |
2021 | Asymmetric effects of oil shocks on carbon allowance price: Evidence from China. (2021). Wen, Fenghua ; Zhou, Min ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000888. Full description at Econpapers || Download paper |
2020 | On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496. Full description at Econpapers || Download paper |
2020 | The Dunning-Kruger effect is (mostly) a statistical artefact: Valid approaches to testing the hypothesis with individual differences data. (2020). Zajenkowski, Marcin ; Gignac, Gilles E. In: Intelligence. RePEc:eee:intell:v:80:y:2020:i:c:s0160289620300271. Full description at Econpapers || Download paper |
2021 | Modelling non-stationary ‘Big Data’. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575. Full description at Econpapers || Download paper |
2021 | Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:328-340. Full description at Econpapers || Download paper |
2021 | How do local factors shape the regional adoption of geographical indications in Europe? Evidences from France, Italy and Spain. (2021). Stefani, Gianluca ; de Francesco, Edi ; Defrancesco, Edi ; Cei, Leonardo. In: Food Policy. RePEc:eee:jfpoli:v:105:y:2021:i:c:s0306919221001500. Full description at Econpapers || Download paper |
2021 | How COVID-19 has affected stock market persistence? Evidence from the G7’s. (2021). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004830. Full description at Econpapers || Download paper |
2020 | Renewable energy policy effectiveness: A panel data analysis across Europe and Latin America. (2020). El-Methni, Jonathan ; Menanteau, Philippe ; Bersalli, German. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120306390. Full description at Econpapers || Download paper |
2021 | The role of public and private transport infrastructure capital in economic growth. Evidence from Pakistan. (2021). Goldmann, Kathrin ; Batool, Irem. In: Research in Transportation Economics. RePEc:eee:retrec:v:88:y:2021:i:c:s0739885920300846. Full description at Econpapers || Download paper |
2021 | Should the fourth industrial revolution be widespread or confined geographically? A country-level analysis of fintech economies. (2021). Jiao, Zhilun ; Tan, Zhixiong ; Mirza, Nawazish ; Shahid, Muhammad Shehryar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312683. Full description at Econpapers || Download paper |
2022 | Can Fintech development pave the way for a transition towards low-carbon economy: A global perspective. (2022). Abbas, Syed Kumail ; Naqvi, Bushra ; Su, Chi-Wei ; Tao, Ran. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521007125. Full description at Econpapers || Download paper |
2022 | Causal Transmission in Reduced-Form Models. (2022). Nielsen, Bent ; Bazinas, Vassilios. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:14-:d:778807. Full description at Econpapers || Download paper |
2021 | China’s Effect on World Energy–Growth Nexus: Spillovers Evidence from Financial Development and CO 2 Emissions. (2021). Marques, Antonio Cardoso ; Fuinhas, Jose Alberto. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:136-:d:642599. Full description at Econpapers || Download paper |
2021 | Validating and Forecasting Carbon Emissions in the Framework of the Environmental Kuznets Curve: The Case of Vietnam. (2021). Thien, Phuc Thanh ; Lu, Shih-Hao ; Nguyen, Anh-Tu. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3144-:d:563874. Full description at Econpapers || Download paper |
2021 | Changes in Human Mobility under the COVID-19 Pandemic and the Tokyo Fuel Market. (2021). Aruga, Kentaka. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:163-:d:530480. Full description at Econpapers || Download paper |
2021 | On the Creation and Destruction of National Wealth: Are Financial Collapses Endogenous?. (2021). Ayres, Robert U ; Shmelev, Stanislav E. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7352-:d:586064. Full description at Econpapers || Download paper |
2021 | The Impacts of Agricultural Trade on Economic Growth and Environmental Pollution: Evidence from Bangladesh Using ARDL in the Presence of Structural Breaks. (2021). Zhuang, Peifen ; Lin, Feiting ; Ghimire, Amogh. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8336-:d:601727. Full description at Econpapers || Download paper |
2021 | Does Staying at Home during the COVID-19 Pandemic Help Reduce CO 2 Emissions?. (2021). Aruga, Kentaka ; Jannat, Arifa ; Islam, Md Monirul. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8534-:d:605218. Full description at Econpapers || Download paper |
2021 | The Relationship between Consumption and CO 2 Emissions: Evidence for Portugal. (2021). Belbute, Jose M ; Pereira, Alfredo M. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:12153-:d:671585. Full description at Econpapers || Download paper |
2020 | Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Troster, Victor ; Uddin, Gazi Salah ; Granberg, Mark ; Ahmed, Ali. In: LiU Working Papers in Economics. RePEc:hhs:liuewp:0007. Full description at Econpapers || Download paper |
2020 | ALTERNATIVE TREATMENT OF CONTRIBUTION IN AID OF CONSTRUCTION: THE IMPACT ON INVESTOR-OWNED UTILITY PLANT ASSET REPLACEMENT. (2020). Benford, Tanya ; Acheampong, Daniel. In: Accounting & Taxation. RePEc:ibf:acttax:v:12:y:2020:i:1:p:81-96. Full description at Econpapers || Download paper |
2021 | Dynamic Resource Allocation on Multi-Category Two-Sided Platforms. (2021). Shen, Qiaowei ; Li, Hui ; Bart, Yakov. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:984-1003. Full description at Econpapers || Download paper |
2020 | Productivity in Europe: Trends and drivers in a service-based economy. (2020). Sanchez-Martinez, Miguel ; Harasztosi, Péter ; Fedotenkov, Igor ; Bauer, Peter ; Rincon-Aznar, Ana ; Preziosi, Nadir ; Nguyen, David ; Turegano, David Martinez ; Hallak, Issam ; Genty, Aurelien. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc119785. Full description at Econpapers || Download paper |
2020 | Subjective/ Behavioural Factors Influence the PSI 20 and IBEX 35. (2020). Soares, Antonio Pedro ; Nogueira, Pedro Manuel ; Costa, Stefan Abrantes. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:5:p:13-27. Full description at Econpapers || Download paper |
2021 | A Statistical Analysis of Global Economies Using Time Varying Copulas. (2021). Afuecheta, Emmanuel ; Chan, Stephen ; Nadarajah, Saralees. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09996-y. Full description at Econpapers || Download paper |
2020 | The effects of transitory and permanent inflation uncertainty on investment in Ghana. (2020). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09252-w. Full description at Econpapers || Download paper |
2021 | The effects of public expenditures on labour productivity in Europe. (2021). Gupta, Rangan ; Fedotenkov, Igor. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09505-w. Full description at Econpapers || Download paper |
2021 | The Implications of Ageing for Business Dynamics. (2021). Fedotenkov, Igor ; Vandeplas, Anneleen. In: LICOS Discussion Papers. RePEc:lic:licosd:42821. Full description at Econpapers || Download paper |
2021 | On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; GAO, Jiti ; Yan, Yayi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-17. Full description at Econpapers || Download paper |
2020 | MEASURING THE EFFECT OF THE DIGIALIZATION. (2020). Klivak, Vsevolod ; Mammadli, Elvin. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:119. Full description at Econpapers || Download paper |
2020 | First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2002. Full description at Econpapers || Download paper |
2020 | Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905. Full description at Econpapers || Download paper |
2020 | ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers || Download paper |
2020 | How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: MPRA Paper. RePEc:pra:mprapa:100234. Full description at Econpapers || Download paper |
2021 | The long road to democracy: Does the demand for democracy affect its actual level?. (2021). Fedotenkov, Igor. In: MPRA Paper. RePEc:pra:mprapa:106286. Full description at Econpapers || Download paper |
2021 | Valid Heteroskedasticity Robust Testing. (2021). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: MPRA Paper. RePEc:pra:mprapa:107420. Full description at Econpapers || Download paper |
2021 | Analysis of the Status Quo Behavioural Concept During the Global Economic Crisis. (2021). Vaskovskyi, Anton. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2021:y:2021:i:2:id:751:p:133-155. Full description at Econpapers || Download paper |
2020 | Effects of Economic Growth, Trade Openness, and Urbanization on Carbon Dioxide Emissions in Ghana, 1960 to 2014. (2020). Boateng, Forster Kwame. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:7:y:2020:i:2:p:9-17. Full description at Econpapers || Download paper |
2020 | Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors. (2020). Jianguo, Wei ; Senarathne, Chamil W. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:73-91. Full description at Econpapers || Download paper |
2021 | The Impact of Business Cycle on Banks’ Capital Buffer, Risk and Efficiency: A Dynamic GMM Approach from a Developing Economy. (2021). Moudud-Ul, Syed. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:4:p:921-940. Full description at Econpapers || Download paper |
2020 | Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2. Full description at Econpapers || Download paper |
2021 | Human capital, energy and economic growth in China: evidence from multivariate nonlinear Granger causality tests. (2021). Wolski, Marcin ; Fang, Zheng. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01781-7. Full description at Econpapers || Download paper |
2022 | Distributional differences in the time horizon of executive compensation. (2022). Haylock, Michael. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:1:d:10.1007_s00181-021-02042-2. Full description at Econpapers || Download paper |
2020 | Asymmetric effects of inequality on real output levels of the United States. (2020). GUPTA, RANGAN ; Balcilar, Mehmet ; Akadiri, Seyi Saint ; ben Nasr, Adnen. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00129-x. Full description at Econpapers || Download paper |
2020 | Bitcoin pricing: impact of attractiveness variables. (2020). Das, Rodrigo Hakim. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00176-3. Full description at Econpapers || Download paper |
2020 | The Impact of Human Capital on Economic Growth: the Case of Mexico. (2020). Garza-Rodriguez, Jorge ; Leal-Ornelas, Alma P ; Gonzalez-Morales, Susana ; Almeida-Velasco, Natalia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:11:y:2020:i:2:d:10.1007_s13132-018-0564-7. Full description at Econpapers || Download paper |
2022 | The impact of maritime transport financing on total trade in South Africa. (2022). Ncwadi, R ; Matekenya, W. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:7:y:2022:i:1:d:10.1186_s41072-022-00106-9. Full description at Econpapers || Download paper |
2020 | Portfolio selection in euro area with CAPM and Lower Partial Moments models. (2020). Soares da Fonseca, José. In: Portuguese Economic Journal. RePEc:spr:portec:v:19:y:2020:i:1:d:10.1007_s10258-019-00153-4. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2022 | Role of monetary policy on CO2 emissions in India. (2022). Pradeep, Siddhartha. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:1:d:10.1007_s43546-021-00175-1. Full description at Econpapers || Download paper |
2021 | Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator. (2021). Cho, Jin Seo ; Huo, Lijuan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:2:d:10.1007_s11749-020-00719-x. Full description at Econpapers || Download paper |
2020 | Specification testing with estimated variables. (2020). Lobato, Ignacio N ; Domnguez, Manuel A. In: Econometric Reviews. RePEc:taf:emetrv:v:39:y:2020:i:5:p:476-494. Full description at Econpapers || Download paper |
2021 | Determining the causality between U.S. presidential prediction markets and global financial markets. (2021). Dimitrov, Stanko ; Abolghasemi, Yaser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4534-4556. Full description at Econpapers || Download paper |
2021 | Quantile causality and dependence between crude oil and precious metal prices. (2021). Shahbaz, Muhammad ; Reboredo, Juan C ; Chaudhry, Sajid M ; Shafiullah, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6264-6280. Full description at Econpapers || Download paper |
2020 | Testing for correlation in error?component models. (2020). Jochmans, Koen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:7:p:860-878. Full description at Econpapers || Download paper |
2020 | Performance of maturity transformation strategies. (2020). Wiedemann, Arnd ; Hille, Vanessa ; Schmidhammer, Christoph . In: Discussion Papers. RePEc:zbw:bubdps:582020. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Improvement of the quasi?likelihood ratio test in ARMA models: some results for bootstrap methods In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
1998 | Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 19 |
1973 | Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
2005 | Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2008 | Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2011 | Robust Non?nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2012 | Bootstrap HAC Tests for Ordinary Least Squares Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
1973 | A Note on the Treatment of Serial Correlation. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
1974 | A Further Note on the Treatment of Serial Correlation. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
1991 | Misspecification Tests in Econometrics In: Cambridge Books. [Citation analysis] | book | 9 |
1984 | On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics. In: Economic Journal. [Full Text][Citation analysis] | article | 7 |
1986 | Data Transformation Tests. In: Economic Journal. [Full Text][Citation analysis] | article | 12 |
1976 | Testing for Serial Correlation in Dynamic Simultaneous Equation Models. In: Econometrica. [Full Text][Citation analysis] | article | 11 |
1978 | A Note on the Use of Durbins h Test When the Equation is Estimated by Instrumental Variables. In: Econometrica. [Full Text][Citation analysis] | article | 3 |
1978 | Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables. In: Econometrica. [Full Text][Citation analysis] | article | 437 |
1978 | Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables. In: Econometrica. [Full Text][Citation analysis] | article | 221 |
1981 | On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 7 |
1983 | Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares. In: Econometrica. [Full Text][Citation analysis] | article | 32 |
2000 | Controlling the significance levels of prediction error tests for linear regression models In: Econometrics Journal. [Citation analysis] | article | 8 |
2006 | Simulation-based tests for heteroskedasticity in linear regression models: Some further results In: Econometrics Journal. [Full Text][Citation analysis] | article | 8 |
2005 | The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 24 |
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