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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. James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Papers 717, Queen's University, Department of Economics.
  2. Bettin, Giulia & Lucchetti, Riccardo & Zazzaro, Alberto, 2012. "Endogeneity and sample selection in a model for remittances," Journal of Development Economics, Elsevier, vol. 99(2), pages 370-384.
  3. West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-40, November.
  4. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Papers 687, Queen's University, Department of Economics.
  5. 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.
  6. Hosoya, Yuzo & Terasaka, Takahiro, 2009. "Inference on transformed stationary time series," Journal of Econometrics, Elsevier, vol. 151(2), pages 129-139, August.
  7. 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.
  8. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
  9. 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.
  10. BONTEMPS, Christian & MEDDAHI, Nour, 2002. "Testing Normality : A GMM Approach," Cahiers de recherche 2002-14, Universite de Montreal, Departement de sciences economiques.
  11. 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.
  12. Benjamin Born & Jörg Breitung, 2009. "Simple Regression Based Tests for Spatial Dependence," Bonn Econ Discussion Papers bgse23_2009, University of Bonn, Germany.
  13. 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.
  14. Godwin Nwaobi, 2002. "A vector error correction and nonnested modeling of money demand function in Nigeria," Economics Bulletin, AccessEcon, vol. 3(4), pages 1-8.
  15. 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.
  16. Russell Davidson & James G. MacKinnon, 2001. "Artificial Regressions," Working Papers 1038, Queen's University, Department of Economics.
  17. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
  18. 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.
  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. 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.
  21. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Papers 707, Queen's University, Department of Economics.
  22. 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.
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