Maxwell Leslie King : Citation Profile


Are you Maxwell Leslie King?

Monash University

13

H index

14

i10 index

484

Citations

RESEARCH PRODUCTION:

59

Articles

44

Papers

RESEARCH ACTIVITY:

   41 years (1975 - 2016). See details.
   Cites by year: 11
   Journals where Maxwell Leslie King has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 33 (6.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki342
   Updated: 2018-06-16    RAS profile: 2017-02-19    
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Relations with other researchers


Works with:

Zhang, Xibin (5)

Shang, Han Lin (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maxwell Leslie King.

Is cited by:

GAO, Jiti (37)

Dufour, Jean-Marie (21)

Magnus, Jan (9)

Hyndman, Rob (9)

Phillips, Peter (8)

Zhang, Xibin (8)

Banerjee, Anurag (8)

McAleer, Michael (8)

Francq, Christian (7)

Baltagi, Badi (7)

Zakoian, Jean-Michel (7)

Cites to:

Zhang, Xibin (25)

GAO, Jiti (15)

Hyndman, Rob (14)

Ait-Sahalia, Yacine (14)

Phillips, Peter (13)

Li, Qi (12)

Granger, Clive (9)

Yu, Jun (8)

LINTON, OLIVER (8)

Bollerslev, Tim (7)

White, Halbert (7)

Main data


Where Maxwell Leslie King has published?


Journals with more than one article published# docs
Journal of Econometrics20
Economics Letters8
Journal of Business & Economic Statistics4
Econometric Theory4
Computational Statistics & Data Analysis3
Australian Economic Papers3
Econometric Reviews2
Econometrica2
Oxford Bulletin of Economics and Statistics2
International Journal of Forecasting2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics35
School of Economics Working Papers / University of Adelaide, School of Economics2
Econometric Society 2004 Australasian Meetings / Econometric Society2

Recent works citing Maxwell Leslie King (2018 and 2017)


YearTitle of citing document
2017Methods 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.

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2017Estimating 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.

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2017Estimation 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.

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2017Investigating 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.

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2018Data-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.

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2017Estimating 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.

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2017Semiparametric 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.

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2017Specification 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.

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2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, Paul. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

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2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, Peter H. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75.

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2017A 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.

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2017Equity 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.

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2017Residential 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.

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2017Assessing CO2 emissions in Chinas iron and steel industry: A nonparametric additive regression approach. (2017). qiang, lin ; Xu, Bin ; Lin, Boqiang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:72:y:2017:i:c:p:325-337.

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2017The 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.

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2017Autoregressive 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.

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2017Information 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.

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2017Semiparametric Estimation and Testing of Smooth Coefficient Spatial Autoregressive Models. (2017). Sun, Yiguo ; Malikov, Emir. In: MPRA Paper. RePEc:pra:mprapa:77253.

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2017Does the energy-environmental Kuznets curve hypothesis sustain in the Asia-Pacific region?. (2017). Aruga, Kentaka. In: MPRA Paper. RePEc:pra:mprapa:80692.

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2017Bandwidth 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.

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2018Birnbaum–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.

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2017Smooth Transition Spatial Autoregressive Models. (2017). Koomen, Eric ; Blasques, Francisco ; Pieter, BO. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170050.

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2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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Works by Maxwell Leslie King:


YearTitleTypeCited
1999Selecting the Order of an ARCH Model In: School of Economics Working Papers.
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2004Selecting the order of an ARCH model.(2004) In: Economics Letters.
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article
2009Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity In: School of Economics Working Papers.
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2009NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY.(2009) In: Econometric Theory.
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article
1993A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances. In: Journal of Business & Economic Statistics.
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article20
1994Correction [A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances]. In: Journal of Business & Economic Statistics.
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article1
2005Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes In: Journal of Business & Economic Statistics.
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article14
1991Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model. In: Journal of Business & Economic Statistics.
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article5
1978A Comparison of Some Tests for Fourth-Order Autocorrelation. In: Australian Economic Papers.
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article0
1981The Durbin-Watson Bounds Test and Regressions without an Intercept. In: Australian Economic Papers.
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article0
1993Testing for ARMA (1, 1) Disturbances in the Linear Regression Model. In: Australian Economic Papers.
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article1
1981A Note on Szroeters Bounds Test. In: Oxford Bulletin of Economics and Statistics.
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article1
1999 A Correction for Local Biasedness of the Wald and Null Wald Tests. In: Oxford Bulletin of Economics and Statistics.
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article0
2016On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model In: Statistica Neerlandica.
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article0
1985A Point Optimal Test for Moving Average Regression Disturbances In: Econometric Theory.
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article0
2004ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS In: Econometric Theory.
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article26
1988Locally Optimal Properties of the Durbin-Watson Test In: Econometric Theory.
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article5
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC In: Econometric Society 2004 Australasian Meetings.
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paper3
2004Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 3
paper
2004Maximal Invariant Likelihood Based Testing of Semi-Linear Models In: Econometric Society 2004 Australasian Meetings.
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2007Maximal invariant likelihood based testing of semi-linear models.(2007) In: Statistical Papers.
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article
1977A Note on Wallis Bounds Test and Negative Autocorrelation. In: Econometrica.
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article1
1981The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables. In: Econometrica.
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article2
2004Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models In: Econometric Society 2004 North American Winter Meetings.
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paper4
2005Most mean powerful test of a composite null against a composite alternative In: Computational Statistics & Data Analysis.
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article2
2006A Bayesian approach to bandwidth selection for multivariate kernel density estimation In: Computational Statistics & Data Analysis.
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article25
2014A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis.
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article2
2013A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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1984A joint test for serial correlation and heteroscedasticity In: Economics Letters.
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1985The Durbin-Watson test and cross-sectional data In: Economics Letters.
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1991The locally unbiased two-sided Durbin--Watson test In: Economics Letters.
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1996Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors In: Economics Letters.
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1996Modified Wald tests for non-linear restrictions: A cautionary tale In: Economics Letters.
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1997Modified Wald test for regression disturbances In: Economics Letters.
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2004A Wald-type test of quadratic parametric restrictions In: Economics Letters.
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article1
2006A new approximate point optimal test of a composite null hypothesis In: Journal of Econometrics.
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article5
2009A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation In: Journal of Econometrics.
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article14
2007A 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.
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paper
1981The alternative Durbin-Watson test : An assessment of Durbin and Watsons choice of test statistic In: Journal of Econometrics.
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1983Testing for autoregressive against moving average errors in the linear regression model In: Journal of Econometrics.
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1983The Durbin-Watson test for serial correlation : Bounds for regressions using monthly data In: Journal of Econometrics.
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1984A new test for fourth-order autoregressive disturbances In: Journal of Econometrics.
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article1
1984Autocorrelation pre-testing in the linear model: Estimation, testing and prediction In: Journal of Econometrics.
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1985A point optimal test for autoregressive disturbances In: Journal of Econometrics.
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article17
1985A point optimal test for heteroscedastic disturbances In: Journal of Econometrics.
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article2
1986Joint one-sided tests of linear regression coefficients In: Journal of Econometrics.
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article3
1988A further class of tests for heteroscedasticity In: Journal of Econometrics.
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article2
1989Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present In: Journal of Econometrics.
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article1
1991Editors introduction: 40 years of diagnostic testing In: Journal of Econometrics.
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1991Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors In: Journal of Econometrics.
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article55
1991Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model In: Journal of Econometrics.
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1993Nonnested testing for autocorrelation in the linear regression model In: Journal of Econometrics.
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article2
1995Comments on testing economic theories and the use of model selection criteria In: Journal of Econometrics.
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1996Editors introduction: Fractional differencing and long memory processes In: Journal of Econometrics.
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1997Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters In: Journal of Econometrics.
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1978Fourth-order autocorrelation : Further significance points for the Wallis test In: Journal of Econometrics.
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article2
2008Box-Cox stochastic volatility models with heavy-tails and correlated errors In: Journal of Empirical Finance.
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2004Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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1997Forecasting international quarterly tourist flows using error-correction and time-series models In: International Journal of Forecasting.
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2006Exponential smoothing model selection for forecasting In: International Journal of Forecasting.
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2005Exponential Smoothing Model Selection for Forecasting.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2016Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics.
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2013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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1982Testing for a Serially Correlated Component in Regression Disturbances. In: International Economic Review.
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article1
1994A 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.
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paper1
1994Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications. In: Monash Econometrics and Business Statistics Working Papers.
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1994One Sided Hypothesis Testing in Econometrics: A Survey. In: Monash Econometrics and Business Statistics Working Papers.
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paper2
1995Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances. In: Monash Econometrics and Business Statistics Working Papers.
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1995A Small Sample Variable Selection Procedure. In: Monash Econometrics and Business Statistics Working Papers.
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paper3
1995The 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.
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paper2
1995Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors. In: Monash Econometrics and Business Statistics Working Papers.
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paper0
1996Improved Small Sample Midel selection Procedures. In: Monash Econometrics and Business Statistics Working Papers.
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paper0
1996Estimation of Regression Disturbances Based on Minimum Message Length. In: Monash Econometrics and Business Statistics Working Papers.
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paper0
1996A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information. In: Monash Econometrics and Business Statistics Working Papers.
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paper0
1998Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions. In: Monash Econometrics and Business Statistics Working Papers.
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1998Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions.(1998) In: Monash Econometrics and Business Statistics Working Papers.
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1998Model Selection when a Key Parameter Is Constrained to Be in an Interval. In: Monash Econometrics and Business Statistics Working Papers.
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paper0
1998Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model In: Monash Econometrics and Business Statistics Working Papers.
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paper1
2002Local Linear Forecasts Using Cubic Smoothing Splines In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2002Influence Diagnostics in GARCH Processes In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2003Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2005Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function In: Monash Econometrics and Business Statistics Working Papers.
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2005Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant In: Monash Econometrics and Business Statistics Working Papers.
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2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers.
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2011A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors In: Monash Econometrics and Business Statistics Working Papers.
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2011Bayesian semiparametric GARCH models In: Monash Econometrics and Business Statistics Working Papers.
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2011A New Procedure For Multiple Testing Of Econometric Models In: Monash Econometrics and Business Statistics Working Papers.
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2012An Improved Nonparametric Unit-Root Test In: Monash Econometrics and Business Statistics Working Papers.
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2013Gaussian kernel GARCH models In: Monash Econometrics and Business Statistics Working Papers.
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2014A Model Validation Procedure In: Monash Econometrics and Business Statistics Working Papers.
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2014Applications of Information Measures to Assess Convergence in the Central Limit Theorem In: Monash Econometrics and Business Statistics Working Papers.
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2015A new approach to forecasting based on exponential smoothing with independent regressors In: Monash Econometrics and Business Statistics Working Papers.
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2015Point Optimal Testing: A Survey of the Post 1987 Literature In: Monash Econometrics and Business Statistics Working Papers.
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1989Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors In: Cahiers de recherche.
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1989OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS.(1989) In: Cahiers de recherche.
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1987Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model In: Review of Economic Studies.
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2006Estimation and model specification testing in nonparametric and semiparametric econometric models In: MPRA Paper.
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1989Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model. In: Empirical Economics.
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1975INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY In: Working Papers.
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1997Locally optimal one-sided tests for multiparameter hypotheses In: Econometric Reviews.
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2002IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES In: Econometric Reviews.
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1987An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative]. In: The Review of Economics and Statistics.
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1993Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative. In: The Review of Economics and Statistics.
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