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Citations for "Model Specification Tests Based on Artificial Linear Regressions"

by Davidson, Russell & MacKinnon, James G

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  1. Giulia BETTIN & Riccardo LUCCHETTI & Alberto ZAZZARO, 2011. "Endogeneity and sample selection in a model for remittances," Working Papers 361, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  2. Godwin Nwaobi, 2001. "A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria," Econometrics 0111004, EconWPA.
  3. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Papers 687, Queen's University, Department of Economics.
  4. Benjamin Born & Jörg Breitung, 2011. "Simple regression‐based tests for spatial dependence," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 330-342, 07.
  5. James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Papers 717, Queen's University, Department of Economics.
  6. W. Yang, . "The Demand for and Supply of Shares. An Empirical Study of the Limit Order Book on the ASX Creation Date: 1999," Economics Discussion / Working Papers 99-03, The University of Western Australia, Department of Economics.
  7. Robin Pope, 2009. "Risk starvation contributes to dementias and depressions: Whiffs of danger are the antidote," Bonn Econ Discussion Papers bgse28_2009, University of Bonn, Germany.
  8. Baltagi, Badi H., 1997. "Testing linear and loglinear error components regressions against Box-Cox alternatives," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 63-68, April.
  9. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-17, May.
  10. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
  11. Badi H. Baltagi & Long Liu, 2012. "Testing for Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions," Center for Policy Research Working Papers 147, Center for Policy Research, Maxwell School, Syracuse University.
  12. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO.
  13. Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
  14. Russell Davidson & James G. MacKinnon, 2001. "Artificial Regressions," Working Papers 1038, Queen's University, Department of Economics.
  15. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Papers 903, Queen's University, Department of Economics.
  16. Le, Canh Quang & Li, Dong, 2008. "Double-Length Regression tests for testing functional forms and spatial error dependence," Economics Letters, Elsevier, vol. 101(3), pages 253-257, December.
  17. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Papers 707, Queen's University, Department of Economics.
  18. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
  19. Dowrick, Steve & Dunlop, Yvonne & Quiggin, John, 2003. "Social indicators and comparisons of living standards," Journal of Development Economics, Elsevier, vol. 70(2), pages 501-529, April.
  20. Marie-Estelle Binet & Fabrizio Carlevaro & Michel Paul, 2014. "Estimation of Residential Water Demand with Imperfect Price Perception," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 59(4), pages 561-581, December.
  21. McAleer, Michael, 1994. " Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-70, December.
  22. Hosoya, Yuzo & Terasaka, Takahiro, 2009. "Inference on transformed stationary time series," Journal of Econometrics, Elsevier, vol. 151(2), pages 129-139, August.
  23. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
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