L. Godfrey

发表

TESTING AGAINST GENERAL AUTOREGRESSIVE AND MOVING AVERAGE ERROR MODELS WHEN THE REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES

L. Godfrey, 1978 .

A robust test for error cross-section correlation in panel models

L. Godfrey, Takashi Yamagata, 2010 .

On improving the robustness and reliability of Rao's score test

C. Orme, L. Godfrey, 2001 .

Checks of model adequacy for univariate time series models and their application to econometric relationships

A. R. Tremayne, A. Tremayne, L. Godfrey, 1998 .

REGRESSION EQUATIONS WHEN THE REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES

L. Godfrey, L. G. Godfrey, 1978 .

Testing for multiplicative heteroskedasticity

Leslie Godfrey, L. Godfrey, 1978 .

On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives

C. Orme, L. Godfrey, 1996 .

Robust Non‐Nested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables

L. Godfrey, L. G. Godfrey, 2011 .

Bootstrap Tests for Regression Models

L. Godfrey, 2009 .

Testing the adequacy of a time series model

Leslie Godfrey, L. Godfrey, 1979 .

Testing for Serial Correlation in Dynamic Simultaneous Equation Models

L. Godfrey, Leslie G Godfrey, 1976 .

The robustness, reliabiligy and power of heteroskedasticity tests

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

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

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

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

Leslie Godfrey, L. Godfrey, 1998 .

Lectures on Advanced Econometric Theory

L. Godfrey, M. Desai, Denis Sargan, 1988 .

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

L. Godfrey, 1989 .

Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models

L. Godfrey, W. Gerrard, 1998 .

Instrument Relevance in Multivariate Linear Models

L. Godfrey, 1999, Review of Economics and Statistics.

A Simplified Version of the Differencing Test

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

Testing Linear and Log-Linear Regressions for Functional Form

M. Wickens, L. Godfrey, 1981 .

TESTING NON-NESTED MODELS AFTER ESTIMATION BY INSTRUMENTAL VARIABLES OR LEAST SQUARES

L. Godfrey, Leslie G Godfrey, 1983 .

ON THE INVARIANCE OF THE LAGRANGE MULTIPLIER TEST WITH RESPECT TO CERTAIN CHANGES IN THE ALTERNATIVE HYPOTHESIS

L. Godfrey, 1981 .

A simple derivation of the limited information maximum likelihood estimator

M. Wickens, L. Godfrey, 1982 .

Discriminating between Autocorrelation and Misspecification in

L. Godfrey, 1987 .

USING THE WILD BOOTSTRAP TO IMPLEMENT HETEROSKEDASTICITY-ROBUST TESTS FOR SERIAL CORRELATION IN DYNAMIC REGRESSION MODELS* by

A. Tremayne, L. Godfrey, 2003 .

Tests for regression models with heteroskedasticity of unknown form

L. G. Godfrey, L. Godfrey, 2006, Comput. Stat. Data Anal..

On the asymptotic validity of a bootstrap method for testing nonnested hypotheses

L. Godfrey, 2007 .

Bootstrap Tests of Nonnested Hypotheses: Some Further Results

L. Godfrey, J. S. Santos Silva, J. M. C. Santos Silva, 2005 .

On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics

Leslie Godfrey, L. Godfrey, 1984 .

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

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

Misspecification tests and their uses in econometrics

L. Godfrey, 1996 .

Misspecification tests in econometrics

L. Godfrey, 1988 .

Bootstrap Methods for Regression Models with Non-IID Errors

L. Godfrey, 2009 .

The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models

L. G. Godfrey, A. R. Tremayne, A. Tremayne, 2005, Comput. Stat. Data Anal..

A note on variable addition tests for linear and log-linear models ☆

L. Godfrey, J.M.C. Santos Silva, 2007 .

Alternative approaches to testing by variable addition

L. Godfrey, M. R. Veal1, Leslie Godfrey, 2000 .

The implementation and constructive use of misspecification tests in econometrics

L. Godfrey, 1992 .

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

Leslie Godfrey, L. Godfrey, 1998 .

Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests

L. Godfrey, Leslie Godfrey, 2005 .

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

L. Godfrey, S. Burke, 1989 .

Bootstrap HAC Tests for Ordinary Least Squares Regression

L. Godfrey, Francesco Bravo, 2012 .

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

Jim Taylor, L. Godfrey, 2009 .

Discriminating between errors-in- variables/simultaneity and misspecification in linear regression models

J. Hutton, L. Godfrey, 1994 .

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 .

A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables

L. Godfrey, 1978 .

Testing the Restrictions of the

D. Poskitt, L. Godfrey, 2016 .

Testing the Restrictions of the Almon Lag Technique

D. Poskitt, L. Godfrey, 1975 .

Stability and Inflation. A Volume of Essays to Honour the Memory of A. W. H. Phillips.

A. Bergstrom, L. Godfrey, B. Silverstone, 1979 .

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

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

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

Leslie Godfrey, L. Godfrey, 1994 .

Some results on the Glejser and Koenker tests for heteroskedasticity

Leslie Godfrey, L. Godfrey, 1996 .

Simulation-Based Tests for Heteroskedasticity in Linear Regression Models: Some Further Results

C. Orme, L. Godfrey, Chris Orme, 2006 .

Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models

L. G. Godfrey, L. Godfrey, 2007, Comput. Stat. Data Anal..

The Sensitivity of Some General Checks to Omitted Variables in the Linear Model

C. Orme, L. Godfrey, 1994 .