Items where authors include "Godfrey, L.G."

Article

Canepa, A. and Godfrey, L.G. (2007) Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods. Journal of Time Series Analysis, 28 (3). pp. 434-453. ISSN 0143-9782

Godfrey, L.G. (2007) Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models. Computation Statistics & Data Analysis. pp. 3282-3295.

Godfrey, L.G., Orme, C. and Santos Silva, J.M.C. (2006) Simulation-based tests for heteroskedasticity in linear regression models: some further results. Econometrics Journal, 9 (1). pp. 76-97. ISSN 1368-4221

Godfrey, L.G. (2005) Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests. Oxford Bulletin of Economics and Statistics, 67 (2). pp. 263-279. ISSN 0305-9049

Godfrey, L.G. and Orme, C.D. (2002) Using bootstrap methods to obtain nonnormality robust Chow prediction tests. Economics Letters, 76 (3). pp. 429-436. ISSN 0165-1765