Leslie Godfrey

发表

Simulation-based Tests for Regression Models with IID Errors: Some Non-standard Cases

Leslie Godfrey, 2009 .

Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure

Leslie Godfrey, A. R. Tremayne, S. P. Burke, 1990 .

Controlling the significance levels of prediction error tests for linear regression models

Leslie Godfrey, Chris D. Orme, C. Orme, 2000 .

Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models

Michael McAleer, Leslie Godfrey, Colin R Mckenzie, 1988 .

The robustness, reliabiligy and power of heteroskedasticity tests

Leslie Godfrey, Chris D. Orme, C. Orme, 1999 .

Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches

Leslie Godfrey, 1988 .

A Simplified Version of the Differencing Test

James G. MacKinnon, Leslie Godfrey, Russell Davidson, 1985 .

Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients

Leslie Godfrey, Chris D. Orme, C. Orme, 2004 .

Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence

Leslie Godfrey, M. H. Pesaran, M. Pesaran, 1983 .

Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results

Leslie Godfrey, L. Godfrey, 1998 .

Testing the adequacy of a time series model

Leslie Godfrey, L. Godfrey, 1979 .

Testing for multiplicative heteroskedasticity

Leslie Godfrey, L. Godfrey, 1978 .

Tests of non-nested regression models some results on small sample behaviour and the bootstrap

Leslie Godfrey, L. Godfrey, 1998 .

Some results on the Glejser and Koenker tests for heteroskedasticity

Leslie Godfrey, L. Godfrey, 1996 .

Testing for Serial Correlation by Variable Addition in Dynamic Models Estimated by Instrumental Variables

Leslie Godfrey, L. Godfrey, 1994 .