Leslie George Godfrey : Citation Profile

Are you Leslie George Godfrey?

University of York

14

H index

18

i10 index

1010

Citations

RESEARCH PRODUCTION:

49

Articles

4

Papers

1

Books

RESEARCH ACTIVITY:

   39 years (1973 - 2012). See details.
   Cites by year: 25
   Journals where Leslie George Godfrey has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 9 (0.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo313
   Updated: 2018-11-10    RAS profile: 2017-02-08    
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Relations with other researchers

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:

MacKinnon, James (33)

Davidson, Russell (29)

Hendry, David (24)

Ericsson, Neil (21)

McAleer, Michael (17)

Orme, Chris (14)

Gil-Alana, Luis (13)

Osborn, Denise (12)

Ramalho, Joaquim (10)

Zhang, Chengsi (10)

Murteira, José (10)

Cites to:

MacKinnon, James (22)

Davidson, Russell (19)

White, Halbert (10)

Flachaire, Emmanuel (9)

McAleer, Michael (8)

Orme, Chris (5)

Dezhbakhsh, Hashem (5)

Belsley, David (4)

Kiviet, Jan (4)

Breusch, Trevor (3)

Thursby, Jerry (2)

Main data

Where Leslie George Godfrey has published?

Journals with more than one article published# docs
Economics Letters10
Econometrica6
Journal of Econometrics5
Oxford Bulletin of Economics and Statistics5
The Review of Economics and Statistics4
Econometric Reviews3
Computational Statistics & Data Analysis3
International Economic Review3
Canadian Journal of Economics2
Economic Journal2
Econometrics Journal2
Review of Economic Studies2

Recent works citing Leslie George Godfrey (2018 and 2017)

YearTitle of citing document
2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment. (2017). Tabor, Morten ; Johansen, Soren ; Rahbek, Anders ; Frydman, Roman . In: CREATES Research Papers. RePEc:aah:create:2017-23.

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2017Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Emmanuel, Letete ; Mare, Sarr . In: Working Paper Series. RePEc:adb:adbwps:2392.

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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). Dufour, Jean-Marie. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01.

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2018An Analysis of the Behaviour of Prime Lending Rates in Sri Lanka. (2018). Navin, W S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:121-138.

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2017Actuarial Applications and Estimation of Extended~CreditRisk$^+$. (2017). Hirz, Jonas ; Shevchenko, Pavel V. ; Schmock, Uwe . In: Papers. RePEc:arx:papers:1505.04757.

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2017A generalized Levenes scale test for variance heterogeneity in the presence of sample correlation and group uncertainty. (2017). Soave, David ; Sun, Lei. In: Biometrics. RePEc:bla:biomet:v:73:y:2017:i:3:p:960-971.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2018Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models. (2018). Windmeijer, Frank. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/696.

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2018Private Sector Savings. (2018). Pitoakova, Renata. In: DANUBE: Law and Economics Review. RePEc:cmn:journl:y:2018:i:1:p:1-17.

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2017La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015. (2017). Castillo, Laura Daniela ; Ramoni-Perazzi, Josefa . In: REVISTA APUNTES DEL CENES. RePEc:col:000152:015363.

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2017Testing part of a DSGE model by Indirect Inference. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11819.

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2018An Offer that you Cant Refuse? Agrimafias and Migrant Labor on Vineyards in Southern Italy. (2018). Seifert, Stefan ; Valente, Marica. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1735.

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2017Improved two-component tests in Beta-Skew-t-EGARCH models. (2017). Mller, Fernanda Maria ; Bayer, Fbio M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00319.

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2017From Population Age Structure and Savings Rate to Economic Growth: Evidence from Ecuador. (2017). Rosado, Joel Alejandro ; Alvarado, Maria Isabel . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-46.

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2018The Relationship Between Trade Openness and Economic Growth: The Case of Ghana and Nigeria. (2018). Moyo, Clement ; Khobai, hlalefang ; Kolisi, Nwabisa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-10.

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2017The Long Run Effects of Oil Prices on Economic Growth: The Case of Saudi Arabia. (2017). Foudeh, Musa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-22.

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2018Tourism in Iceland: Persistence and seasonality. (2018). Gil-Alana, Luis ; Huijbens, Edward H. In: Annals of Tourism Research. RePEc:eee:anture:v:68:y:2018:i:c:p:20-29.

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2018Alternative HAC covariance matrix estimators with improved finite sample properties. (2018). Hartigan, Luke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73.

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2017How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

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2017The relevance and relative robustness of sources of inflation bias in Pakistan. (2017). Balli, Faruk ; Rehman, Muhammad ; Hayat, Zafar. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:283-303.

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2017Monetary policy transparency in a forward-looking market: Evidence from the United States. (2017). Kia, Amir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:597-617.

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2017Tests for serial correlation of unknown form in dynamic least squares regression with wavelets. (2017). Li, Meiyu ; Genay, Ramazan. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:104-110.

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2017A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models. (2017). Yamagata, Takashi ; Orme, Chris D ; Halunga, Andreea G. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:209-230.

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2017The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017Forecasting the German forest products trade: A vector error correction model. (2017). Kolo, Horst ; Tzanova, Polia . In: Journal of Forest Economics. RePEc:eee:foreco:v:26:y:2017:i:c:p:30-45.

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2018Investor attention and performance of IPO firms: Evidence from online searches. (2018). Zhao, Ruwei ; Shen, Dehua ; Xiong, Xiong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:342-348.

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2018Green fiscal reform in Sweden: Econometric assessment of the carbon and energy taxation scheme. (2018). Shmelev, Stanislav E ; Speck, Stefan U. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:90:y:2018:i:c:p:969-981.

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2017Ripple effects of the 2011 Japan earthquake on international stock markets. (2017). Karali, Berna ; Ferreira, Susana ; Valizadeh, Pourya . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:556-576.

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2017Does the ownership structure matter for banks’ capital regulation and risk-taking behavior? Empirical evidence from a developing country. (2017). Ashraf, Badar Nadeem ; Zheng, Changjun ; Moudud-Ul, Syed ; Rahman, Mohammad Morshedur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:404-421.

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2017Examining the Natural Resource Curse and the Impact of Various Forms of Capital in Small Tourism and Natural Resource-Dependent Economies. (2017). Kurecic, Petar ; Kokotovic, Filip. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:6-:d:90229.

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2017Actuarial Applications and Estimation of Extended CreditRisk+. (2017). Hirz, Jonas ; Shevchenko, Pavel V ; Schmock, Uwe . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:23-:d:94636.

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2018Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach. (2018). GUPTA, RANGAN ; Demirer, Riza ; Cunado, Juncal ; ben Nasr, Adnen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:94-:d:168940.

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2017Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics. (2017). GUEGAN, Dominique ; Veiga, Alvaro ; Epprecht, Camila . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00917797.

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2017An Investigation of the Degree of Market Power in the Greek Manufacturing and Service Industries. (2017). Amountzias, Chrysovalantis. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:17:y:2017:i:4:d:10.1007_s10842-017-0245-4.

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2018The Effects of Competition, Liquidity and Exports on Markups: Evidence from the UK Food and Beverages Sector. (2018). Amountzias, Chrysovalantis. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:2:d:10.1007_s10842-017-0260-5.

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2018The determinants of CDS spreads: evidence from the model space. (2018). Pelster, Matthias ; Vilsmeier, Johannes. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:1:d:10.1007_s11147-017-9134-6.

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2017THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT. (2017). Johansen, Soren ; Nyboe, Morten ; Rahbek, Anders ; Frydman, Roman . In: Discussion Papers. RePEc:kud:kuiedp:1710.

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2017Internal price stabilization tools in the Colombian sugar market: Do they work?. (2017). Arcila Vasquez, Andrés ; Alonso, Julio ; Arana, Sebastian Montenegro . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:86:p:105-126.

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2018Modified Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity. (2018). Chand, Sohail ; Aftab, Nuzhat. In: Lahore Journal of Economics. RePEc:lje:journl:v:23:y:2018:i:1:p:1-19.

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2018Does Illiquidity Matter? An Errors-in-Variables Perspective/¿Es importante la iliquidez? Un análisis desde el enfoque de errores en variables. (2018). Racicot, François-Éric ; Rentz, William F. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_17.

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2017Does Urbanization Boost Pollution from Transport?. (2017). Mukhtarov, Shahriyar ; Yusifov, Sabuhi ; Shukurov, Vusal ; Mikayilov, Jeyhun. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065051709.

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2018White heteroscedasticty testing after outlier removal. (2018). Berenguer-Rico, Vanessa ; Wilms, Ines ; BerenguerRico, Vanessa . In: Economics Series Working Papers. RePEc:oxf:wpaper:853.

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2017Addressing the sample size problem in behavioural operational research: simulating the newsvendor problem. (2017). Robinson, Stewart ; Kotiadis, Kathy ; Dimitriou, Stavrianna . In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:3:d:10.1057_s41274-016-0016-3.

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2017The Real Exchange Rate, the Ghanaian Trade Balance, and the J-curve. (2017). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:78211.

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2017Real Exchange Rate Volatility and Domestic Consumption in Ghana. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:78852.

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2017El rol de los regímenes de precipitaciones sobre la dinámica de precios y actividad del sector agropecuario de la República Dominicana durante el período 2000-2016. (2017). Ramírez de León, Francisco ; Ramirez de Leon, Francisco ; Mejia, Mariam ; Checo, Ariadne . In: MPRA Paper. RePEc:pra:mprapa:80301.

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2017Exchange Rate Uncertainty and Domestic Investment in Ghana. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:80474.

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2017The relationship between trade openness and economic growth: The case of Ghana and Nigeria.. (2017). Moyo, Clement ; Khobai, hlalefang ; Kolisi, Nwabisa. In: MPRA Paper. RePEc:pra:mprapa:81317.

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2017Renewable energy consumption and unemployment in South Africa. (2017). Moyo, Clement ; Khobai, hlalefang ; Anyikwa, Izunna ; Kolisi, Nwabisa ; Dingela, Siyasanga. In: MPRA Paper. RePEc:pra:mprapa:83160.

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2017Gender longevity gap and socioeconomic indicators in developed countries. (2017). Fedotenkov, Igor ; Деркачев, Павел ; Derkachev, Pavel . In: MPRA Paper. RePEc:pra:mprapa:83215.

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2017Renewable energy consumption and unemployment in South Africa. (2017). Khobai, hlalefang ; Anyikwa, Izunna ; Moyo, Clement ; Kolisi, Nwabisa ; Dingela, Siyasanga. In: MPRA Paper. RePEc:pra:mprapa:83279.

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2018Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana. (2018). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: MPRA Paper. RePEc:pra:mprapa:85191.

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2018Financial development and economic growth in Brazil: A Non-linear ARDL approach. (2018). Moyo, Clement ; Khobai, hlalefang ; Mbeki, Zizipho ; Kolisi, Nwabisa. In: MPRA Paper. RePEc:pra:mprapa:85252.

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2018Interest rate reforms and economic growth: the savings and investment channel. (2018). Moyo, Clement ; le Roux, Pierre. In: MPRA Paper. RePEc:pra:mprapa:85297.

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2018Adult life satisfaction: largely (though not wholly) contemporaneous? A System General Method of Moments dynamic panel analysis. (2018). Piper, Alan. In: MPRA Paper. RePEc:pra:mprapa:85601.

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2018Corruption vs reforms: Why do voters prefer the former?. (2018). Fedotenkov, Igor. In: MPRA Paper. RePEc:pra:mprapa:89581.

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2018Asymmetric Effects of Inequality on Per Capita Real GDP of the United States. (2018). GUPTA, RANGAN ; Ben Nasr, Adnen ; Balcilar, Mehmet ; Akadiri, Seyi. In: Working Papers. RePEc:pre:wpaper:201820.

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2018Determinants of corporate credit spread: evidence from India. (2018). Singh, Bhanu Pratap ; Goyal, Vinay ; Kannadhasan, M. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:1:d:10.1007_s40622-018-0179-7.

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2017Stylized Facts of the Business Cycle: Universal Phenomenon, or Institutionally Determined?. (2017). Kufenko, Vadim ; Geiger, Niels. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:2:d:10.1007_s41549-017-0018-5.

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2018A New Look at Portmanteau Tests. (2018). Akashi, Fumiya ; Monti, Anna Clara ; Taniguchi, Masanobu ; Odashima, Hiroaki. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:1:d:10.1007_s13171-017-0109-3.

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2017Assessing white noise assumption with semi-parametric additive partial linear models. (2017). Zhang, Tianyong ; Hu, Xuemei ; Ma, Jiali ; Yuan, Demei . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0705-z.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2017Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage. (2017). Wilcox, Rand R. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:14:p:2564-2574.

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2017A new test to detect monotonic and non-monotonic types of heteroscedasticity. (2017). Elik, Reit. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:2:p:342-361.

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2017Exchange rate uncertainty and domestic investment in Ghana. (2017). Iyke, Bernard Njindan ; David, Antonio ; Ho, Sin-Yu. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1362157.

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2017Valuation of proved vs. probable oil and gas reserves. (2017). Osmundsen, Petter ; McMillan, David ; Misund, Brd. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1385443.

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2017Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests. (2017). RAÏSSI, HAMDI ; Khardani, Salah ; ben Hajria, Raja. In: Working Papers. RePEc:ucv:wpaper:2017-03.

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2017Banks’ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256.

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2017TACKLING BOGUS SELF-EMPLOYMENT: SOME LESSONS FROM ROMANIA. (2017). Williams, Colin ; Horodnic, Ioana Alexandra. In: Journal of Developmental Entrepreneurship (JDE). RePEc:wsi:jdexxx:v:22:y:2017:i:02:n:s108494671750011x.

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2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE. (2017). Kim, Tae-Hwan ; MOON, HYUNG-HO ; Jeong, Soo-Bin. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:02:n:s0217590815500496.

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2017Improving weighted least squares inference. (2017). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: ECON - Working Papers. RePEc:zur:econwp:232.

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Works by Leslie George Godfrey:

YearTitleTypeCited
2007Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
1998Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article17
1973Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
2005Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2008Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2011Robust 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]		article1
2012Bootstrap HAC Tests for Ordinary Least Squares Regression In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
1973A Note on the Treatment of Serial Correlation. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article0
1974A Further Note on the Treatment of Serial Correlation. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article0
1991Misspecification Tests in Econometrics In: Cambridge Books.
[Citation analysis]		book9
1984On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics. In: Economic Journal.
[Full Text][Citation analysis]		article3
1986Data Transformation Tests. In: Economic Journal.
[Full Text][Citation analysis]		article6
1976Testing for Serial Correlation in Dynamic Simultaneous Equation Models. In: Econometrica.
[Full Text][Citation analysis]		article9
1978A Note on the Use of Durbins h Test When the Equation is Estimated by Instrumental Variables. In: Econometrica.
[Full Text][Citation analysis]		article3
1978Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables. In: Econometrica.
[Full Text][Citation analysis]		article335
1978Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables. In: Econometrica.
[Full Text][Citation analysis]		article181
1981On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis. In: Econometrica.
[Full Text][Citation analysis]		article4
1983Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares. In: Econometrica.
[Full Text][Citation analysis]		article31
2000Controlling the significance levels of prediction error tests for linear regression models In: Econometrics Journal.
[Citation analysis]		article7
2006Simulation-based tests for heteroskedasticity in linear regression models: Some further results In: Econometrics Journal.
[Full Text][Citation analysis]		article7
2005The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article24
2006Tests for regression models with heteroskedasticity of unknown form In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article12
2007Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
1982A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure In: Economics Letters.
[Full Text][Citation analysis]		article0
1982A simple derivation of the limited information maximum likelihood estimator In: Economics Letters.
[Full Text][Citation analysis]		article4
1989Some results on the finite sample significance levels of instrumental variable tests for non-nested models In: Economics Letters.
[Full Text][Citation analysis]		article0
1991Testing for skewness of regression disturbances In: Economics Letters.
[Full Text][Citation analysis]		article10
1994Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models In: Economics Letters.
[Full Text][Citation analysis]		article18
1998Bootstrap-based critical values for tests of common factor restrictions In: Economics Letters.
[Full Text][Citation analysis]		article2
2002Using bootstrap methods to obtain nonnormality robust Chow prediction tests In: Economics Letters.
[Full Text][Citation analysis]		article1
2004Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients In: Economics Letters.
[Full Text][Citation analysis]		article14
2007On the asymptotic validity of a bootstrap method for testing nonnested hypotheses In: Economics Letters.
[Full Text][Citation analysis]		article0
2007A note on variable addition tests for linear and log-linear models In: Economics Letters.
[Full Text][Citation analysis]		article0
1983Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article57
1996Some results on the Glejser and Koenker tests for heteroskedasticity In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
1998Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1998Tests of non-nested regression models some results on small sample behaviour and the bootstrap In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
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