13
H index
14
i10 index
488
Citations
Maxwell Leslie King : Citation Profile
Monash University | RESEARCH PRODUCTION: 59 Articles 44 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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41 years (1975 - 2016). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Maxwell Leslie King. | Is cited by:
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Main data
Where Maxwell Leslie King has published?
Recent works citing Maxwell Leslie King (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Methods for Scalar-on-Function Regression. (2017). Shang, Han Lin ; Ogden, Todd R ; Goldsmith, Jeff ; Reiss, Philip T. In: International Statistical Review. RePEc:bla:istatr:v:85:y:2017:i:2:p:228-249. Full description at Econpapers || Download paper |
| 2017 | Estimating the density of ethnic minorities and aged people in Berlin: multivariate kernel density estimation applied to sensitive georeferenced administrative data protected via measurement error. (2017). Gross, Marcus ; Tzavidis, Nikos ; Schmon, Sebastian ; Schmid, Timo ; Rendtel, Ulrich. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:1:p:161-183. Full description at Econpapers || Download paper |
| 2017 | Estimation of the population size by using the one-inflated positive Poisson model. (2017). Godwin, Ryan T ; Bohning, Dankmar. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:2:p:425-448. Full description at Econpapers || Download paper |
| 2017 | Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161. Full description at Econpapers || Download paper |
| 2018 | Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints. (2018). Perrin, G ; Ouhbi, N ; Soize, C. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:139-154. Full description at Econpapers || Download paper |
| 2017 | Estimating smooth structural change in cointegration models. (2017). Phillips, Peter ; GAO, Jiti ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:180-195. Full description at Econpapers || Download paper |
| 2017 | Semiparametric estimation and testing of smooth coefficient spatial autoregressive models. (2017). Sun, Yiguo ; Malikov, Emir. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:12-34. Full description at Econpapers || Download paper |
| 2017 | Specification testing for nonlinear multivariate cointegrating regressions. (2017). GAO, Jiti ; Yin, Jiying ; Tjostheim, Dag ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:104-117. Full description at Econpapers || Download paper |
| 2017 | Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84. Full description at Econpapers || Download paper |
| 2017 | Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75. Full description at Econpapers || Download paper |
| 2017 | A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model. (2017). Smyth, Russell ; Zhang, Xibin ; Chen, Haotian . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:346-354. Full description at Econpapers || Download paper |
| 2017 | Equity index variance: Evidence from flexible parametric jump–diffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103. Full description at Econpapers || Download paper |
| 2017 | Residential green power demand in the United States. (2017). Dagher, Leila ; Heeter, Jenny ; Bird, Lori. In: Renewable Energy. RePEc:eee:renene:v:114:y:2017:i:pb:p:1062-1068. Full description at Econpapers || Download paper |
| 2017 | Assessing CO2 emissions in Chinas iron and steel industry: A nonparametric additive regression approach. (2017). Lin, Boqiang ; Xu, Bin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:72:y:2017:i:c:p:325-337. Full description at Econpapers || Download paper |
| 2017 | The determinants of Chinese visitors to Australia: A dynamic demand analysis. (2017). Nghiem, Hong Son ; Dwyer, Larry ; Pham, Tien Duc ; Ducpham, Tien . In: Tourism Management. RePEc:eee:touman:v:63:y:2017:i:c:p:268-276. Full description at Econpapers || Download paper |
| 2017 | Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377. Full description at Econpapers || Download paper |
| 2017 | Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan. (2017). Hayashi, Masayoshi ; Yamamoto, Wataru . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:24:y:2017:i:1:d:10.1007_s10797-016-9413-4. Full description at Econpapers || Download paper |
| 2017 | Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253. Full description at Econpapers || Download paper |
| 2017 | Does the energy-environmental Kuznets curve hypothesis sustain in the Asia-Pacific region?. (2017). Aruga, Kentaka. In: MPRA Paper. RePEc:pra:mprapa:80692. Full description at Econpapers || Download paper |
| 2017 | Bandwidth matrix selectors for kernel regression. (2017). Kolaek, Jan ; Horova, Ivana . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:3:d:10.1007_s00180-017-0709-3. Full description at Econpapers || Download paper |
| 2018 | Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data. (2018). Ziane, Yasmina ; Adjabi, Smail ; Zougab, Nabil. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0712-8. Full description at Econpapers || Download paper |
| 2017 | Smooth Transition Spatial Autoregressive Models. (2017). Koomen, Eric ; Blasques, Francisco ; Pieter, BO. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170050. Full description at Econpapers || Download paper |
| 2018 | Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf. Full description at Econpapers || Download paper |
Works by Maxwell Leslie King:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Selecting the Order of an ARCH Model In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Selecting the order of an ARCH model.(2004) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2009 | Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2009 | NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 1993 | A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 20 |
| 1994 | Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances]. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 2005 | Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 15 |
| 1991 | Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 5 |
| 1978 | A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers. [Citation analysis] | article | 0 |
| 1981 | The Durbin-Watson Bounds Test and Regressions without an Intercept. In: Australian Economic Papers. [Citation analysis] | article | 0 |
| 1993 | Testing for ARMA (1, 1) Disturbances in the Linear Regression Model. In: Australian Economic Papers. [Citation analysis] | article | 1 |
| 1981 | A Note on Szroeters Bounds Test. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1999 | A Correction for Local Biasedness of the Wald and Null Wald Tests. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1985 | A Point Optimal Test for Moving Average Regression Disturbances In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2004 | ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 26 |
| 1988 | Locally Optimal Properties of the Durbin-Watson Test In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2004 | Maximal Invariant Likelihood Based Testing of Semi-Linear Models In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Maximal invariant likelihood based testing of semi-linear models.(2007) In: Statistical Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1977 | A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1981 | The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables. In: Econometrica. [Full Text][Citation analysis] | article | 2 |
| 2004 | Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] | paper | 4 |
| 2005 | Most mean powerful test of a composite null against a composite alternative In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2006 | A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 26 |
| 2014 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2013 | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1984 | A joint test for serial correlation and heteroscedasticity In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1985 | The Durbin-Watson test and cross-sectional data In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1991 | The locally unbiased two-sided Durbin--Watson test In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1996 | Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1996 | Modified Wald tests for non-linear restrictions: A cautionary tale In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Modified Wald test for regression disturbances In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2004 | A Wald-type test of quadratic parametric restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | A new approximate point optimal test of a composite null hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2009 | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2007 | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation..(2007) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 1981 | The alternative Durbin-Watson test : An assessment of Durbin and Watsons choice of test statistic In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 1983 | Testing for autoregressive against moving average errors in the linear regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1983 | The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1984 | A new test for fourth-order autoregressive disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1984 | Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1985 | A point optimal test for autoregressive disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 1985 | A point optimal test for heteroscedastic disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1986 | Joint one-sided tests of linear regression coefficients In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1988 | A further class of tests for heteroscedasticity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1989 | Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1991 | Editors introduction: 40 years of diagnostic testing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1991 | Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
| 1991 | Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1993 | Nonnested testing for autocorrelation in the linear regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1995 | Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics. [Full Text][Citation analysis] | article | 68 |
| 1996 | Editors introduction: Fractional differencing and long memory processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1997 | Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 1978 | Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2004 | Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1997 | Forecasting international quarterly tourist flows using error-correction and time-series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
| 2006 | Exponential smoothing model selection for forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
| 2005 | Exponential Smoothing Model Selection for Forecasting.(2005) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2016 | Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1982 | Testing for a Serially Correlated Component in Regression Disturbances. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1994 | A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 1 |
| 1994 | Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 1 |
| 1994 | One Sided Hypothesis Testing in Econometrics: A Survey. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 2 |
| 1995 | Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1995 | A Small Sample Variable Selection Procedure. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 3 |
| 1995 | The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 2 |
| 1995 | Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Improved Small Sample Midel selection Procedures. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Estimation of Regression Disturbances Based on Minimum Message Length. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1996 | A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions.(1998) In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1998 | Model Selection when a Key Parameter Is Constrained to Be in an Interval. In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 1 |
| 2002 | Local Linear Forecasts Using Cubic Smoothing Splines In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | An Improved Nonparametric Unit-Root Test In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Applications of Information Measures to Assess Convergence in the Central Limit Theorem In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A new approach to forecasting based on exponential smoothing with independent regressors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Point Optimal Testing: A Survey of the Post 1987 Literature In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1989 | Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1989 | OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS.(1989) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1987 | Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 13 |
| 2006 | Estimation and model specification testing in nonparametric and semiparametric econometric models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1975 | INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Locally optimal one-sided tests for multiparameter hypotheses In: Econometric Reviews. [Full Text][Citation analysis] | article | 23 |
| 2002 | IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 1987 | An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative]. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1993 | Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
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