Leslie G. Godfrey

Available identifiers

zbMath Open godfrey.leslie-gWikidataQ30072923 ScholiaQ30072923MaRDI QIDQ1255289

List of research outcomes

Publication	Date of Publication	Type
Some results on the finite sample significance levels of instrumental variable tests for non-nested models	2017-11-09	Paper
A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure	2013-07-26	Paper
A simple derivation of the limited information maximum likelihood estimator	2013-07-26	Paper
A note on variable addition tests for linear and log-linear models	2013-01-28	Paper
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses	2013-01-09	Paper
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients	2013-01-01	Paper
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models	2009-05-29	Paper
Tests for regression models with heteroskedasticity of unknown form	2008-12-11	Paper
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models	2008-11-26	Paper
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods	2007-12-16	Paper
Simulation‐based tests for heteroskedasticity in linear regression models: Some further results	2006-05-26	Paper
Bootstrap Tests of Nonnested Hypotheses: Some Further Results	2005-05-23	Paper
Using bootstrap methods to obtain non-normality robust Chow prediction tests.	2002-08-13	Paper
On improving the robustness and reliability of Rao's score test	2002-04-07	Paper
Controlling the significance levels of prediction error tests for linear regression models	2001-07-19	Paper
Alternative approaches to testing by variable addition	2000-11-20	Paper
The robustness, reliabiligy and power of heteroskedasticity tests	2000-03-14	Paper
Bootstrap-based critical values for tests of common factor restrictions	1998-08-13	Paper
Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results	1998-05-10	Paper
Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap	1998-05-10	Paper
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives	1996-08-12	Paper
Misspecification tests and their uses in econometrics	1996-07-18	Paper
Some results on the Glejser and Koenker tests for heteroskedasticity	1996-07-15	Paper
Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models	1994-09-08	Paper
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model	1994-08-14	Paper
https://portal.mardi4nfdi.de/entity/Q3999329	1992-09-17	Paper
Testing for skewness of regression disturbances	1992-06-28	Paper
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure	1990-01-01	Paper
Checks of model adequacy for univariate time series models and their application to econometric relationships	1988-01-01	Paper
A Simplified Version of the Differencing Test	1985-01-01	Paper
Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence	1983-01-01	Paper
Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares	1983-01-01	Paper
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis	1981-01-01	Paper
Testing Linear and Log-Linear Regressions for Functional Form	1981-01-01	Paper
Testing the adequacy of a time series model	1979-01-01	Paper
Testing for multiplicative heteroskedasticity	1978-01-01	Paper
A Note on the Use of Durbin's h Tests when the Equation is Estimated by Instrumental Variables	1978-01-01	Paper
Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables	1978-01-01	Paper
Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables	1978-01-01	Paper
Testing for Serial Correlation in Dynamic Simultaneous Equation Models	1976-01-01	Paper
Testing the Restrictions of the Almon Lag Technique	1975-01-01	Paper

Research outcomes over time

Doctoral students

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