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A Specification Test for Models Estimated by GLS

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  • Boothe, Paul
  • MacKinnon, James G

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  • Boothe, Paul & MacKinnon, James G, 1986. "A Specification Test for Models Estimated by GLS," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 711-714, November.
    • Handle: RePEc:tpr:restat:v:68:y:1986:i:4:p:711-14
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    Cited by:

    1. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
    2. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    3. Robert Bartels & Denzil G. Fiebig & Daehoon Nahm, 1996. "Regional End‐Use Gas Demand in Australia," The Economic Record, The Economic Society of Australia, vol. 72(219), pages 319-331, December.

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