Double-Length Artificial Regressions
暂无分享,去创建一个
[1] James G. MacKinnon,et al. Transforming the Dependent Variable in Regression Models , 1990 .
[2] Andrew Chesher,et al. The information matrix test: Simplified calculation via a score test interpretation , 1983 .
[3] L. Godfrey. TESTING AGAINST GENERAL AUTOREGRESSIVE AND MOVING AVERAGE ERROR MODELS WHEN THE REGRESSORS INCLUDE LAGGED DEPENDENT VARIABLES , 1978 .
[4] M. Wickens,et al. Testing Linear and Log-Linear Regressions for Functional Form , 1981 .
[5] Peter Schmidt,et al. Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests , 1976 .
[6] Bronwyn H Hall,et al. Estimation and Inference in Nonlinear Structural Models , 1974 .
[7] R. Engle. A general approach to lagrange multiplier model diagnostics , 1982 .
[8] James Durbin,et al. Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables , 1970 .
[9] Anil K. Bera,et al. Alternative forms and properties of the score test , 1986 .
[10] James G. MacKinnon,et al. Model Specification Tests Based on Artificial Linear Regressions , 1984 .
[11] James G. MacKinnon,et al. Testing for Consistency using Artificial Regressions , 1989, Econometric Theory.
[12] Tony Lancaster,et al. THE COVARIANCE MATRIX OF THE INFORMATION MATRIX TEST , 1984 .
[13] James G. MacKinnon,et al. Testing Linear and Loglinear Regressions against Box-Cox Alternatives , 1985 .
[14] James G. MacKinnon,et al. Convenient Specification Tests for Logit and Probit Models , 1984 .
[15] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[16] James G. MacKinnon,et al. Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test , 1983 .
[17] Michael McAleer,et al. Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models , 1988 .
[18] Roger Koenker,et al. A note on studentizing a test for heteroscedasticity , 1981 .
[19] Joachim Wagner,et al. Innovations, Import Pressure, and Factor Inputs in West German Manufactoring Industries. An econometric study using pooled cross-section time series data 1979-1983 , 1987 .
[20] J. B. Ramsey,et al. Tests for Specification Errors in Classical Linear Least‐Squares Regression Analysis , 1969 .
[21] H. White. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity , 1980 .
[22] T. Breurch,et al. A simple test for heteroscedasticity and random coefficient variation (econometrica vol 47 , 1979 .
[23] Whitney K. Newey,et al. Maximum Likelihood Specification Testing and Conditional Moment Tests , 1985 .
[24] William H. Press,et al. Numerical recipes , 1990 .