Journal Article |
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Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A Further Note on the Treatment of Serial Correlation |
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0 |
0 |
0 |
0 |
0 |
0 |
31 |

A Note on the Treatment of Serial Correlation |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
72 |

A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables |
0 |
0 |
0 |
92 |
0 |
2 |
5 |
513 |

A Simplified Version of the Differencing Test |
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0 |
0 |
24 |
1 |
1 |
4 |
190 |

A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure |
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0 |
0 |
12 |
0 |
0 |
1 |
46 |

A note on variable addition tests for linear and log-linear models |
0 |
0 |
1 |
24 |
0 |
1 |
9 |
101 |

A simple derivation of the limited information maximum likelihood estimator |
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1 |
7 |
112 |
2 |
4 |
13 |
219 |

Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models |
0 |
0 |
0 |
36 |
0 |
1 |
2 |
159 |

Alternative approaches to testing by variable addition |
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0 |
1 |
6 |
0 |
0 |
3 |
38 |

Bootstrap HAC Tests for Ordinary Least Squares Regression |
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1 |
1 |
18 |
0 |
1 |
5 |
57 |

Bootstrap Tests of Nonnested Hypotheses: Some Further Results |
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0 |
0 |
38 |
0 |
1 |
9 |
154 |

Bootstrap-based critical values for tests of common factor restrictions |
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0 |
0 |
7 |
0 |
1 |
1 |
84 |

Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests |
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0 |
2 |
28 |
0 |
2 |
7 |
234 |

Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients |
1 |
1 |
2 |
36 |
1 |
1 |
6 |
163 |

Controlling the significance levels of prediction error tests for linear regression models |
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0 |
0 |
0 |
0 |
0 |
1 |
807 |

Data Transformation Tests |
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0 |
0 |
42 |
0 |
0 |
2 |
218 |

Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models |
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0 |
0 |
0 |
1 |
3 |
7 |
498 |

Discriminating between Autocorrelation and Misspecification in |
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0 |
0 |
20 |
0 |
1 |
5 |
104 |

Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models |
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0 |
0 |
89 |
0 |
0 |
3 |
277 |

Earnings Changes in the United Kingdom, 1954-70: Excess Labour Supply, Expected Inflation and Union Influence |
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0 |
0 |
0 |
0 |
0 |
2 |
64 |

Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results |
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0 |
0 |
29 |
0 |
0 |
0 |
122 |

Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods |
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0 |
0 |
49 |
0 |
0 |
3 |
126 |

Instrument Relevance in Multivariate Linear Models |
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0 |
2 |
41 |
1 |
4 |
9 |
82 |

On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives |
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0 |
0 |
0 |
1 |
1 |
1 |
82 |

On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis |
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0 |
0 |
23 |
1 |
4 |
4 |
139 |

On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics |
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0 |
0 |
6 |
0 |
0 |
0 |
40 |

On the asymptotic validity of a bootstrap method for testing nonnested hypotheses |
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0 |
0 |
12 |
0 |
0 |
0 |
46 |

Robust Non‐nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables |
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0 |
0 |
7 |
0 |
0 |
0 |
39 |

Simulation-based tests for heteroskedasticity in linear regression models: Some further results |
0 |
0 |
1 |
72 |
0 |
1 |
9 |
286 |

Some results on the Glejser and Koenker tests for heteroskedasticity |
1 |
1 |
3 |
80 |
2 |
3 |
11 |
256 |

Some results on the finite sample significance levels of instrumental variable tests for non-nested models |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
30 |

Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure |
0 |
0 |
0 |
62 |
1 |
2 |
3 |
290 |

Testing Linear and Log-Linear Regressions for Functional Form |
0 |
1 |
11 |
230 |
0 |
2 |
17 |
642 |

Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares |
0 |
0 |
0 |
32 |
0 |
3 |
3 |
157 |

Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables |
3 |
13 |
57 |
501 |
6 |
33 |
128 |
1,523 |

Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models* |
0 |
0 |
0 |
99 |
1 |
1 |
4 |
468 |

Testing for Higher Order Serial Correlation in Regression Equations When the Regressors Include Lagged Dependent Variables |
0 |
1 |
8 |
242 |
1 |
10 |
30 |
1,029 |

Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables |
0 |
0 |
0 |
64 |
0 |
1 |
1 |
293 |

Testing for Serial Correlation in Dynamic Simultaneous Equation Models |
0 |
0 |
0 |
27 |
0 |
2 |
2 |
120 |

Testing for multiplicative heteroskedasticity |
1 |
4 |
6 |
230 |
2 |
10 |
22 |
592 |

Testing for skewness of regression disturbances |
0 |
0 |
0 |
113 |
0 |
0 |
1 |
441 |

Tests for regression models with heteroskedasticity of unknown form |
0 |
0 |
2 |
49 |
0 |
0 |
3 |
106 |

Tests of non-nested regression models some results on small sample behaviour and the bootstrap |
0 |
0 |
0 |
49 |
0 |
1 |
4 |
243 |

Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence |
0 |
0 |
1 |
112 |
1 |
2 |
4 |
405 |

The Sensitivity of Some General Checks to Omitted Variables in the Linear Model |
0 |
0 |
1 |
41 |
0 |
0 |
3 |
239 |

The robustness, reliabiligy and power of heteroskedasticity tests |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
64 |

The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models |
1 |
1 |
2 |
61 |
1 |
1 |
5 |
133 |

Using bootstrap methods to obtain nonnormality robust Chow prediction tests |
0 |
0 |
0 |
32 |
0 |
1 |
5 |
120 |

Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models |
1 |
2 |
5 |
159 |
4 |
11 |
34 |
988 |

Total Journal Articles |
8 |
26 |
114 |
3,036 |
27 |
113 |
394 |
13,130 |