L. G. Godfrey

List of publications from the DBLP Bibliography Server - FAQ

2007

3 EE L. G. Godfrey: Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models. Computational Statistics & Data Analysis 51(7): 3282-3295 (2007)

2006

2 EE L. G. Godfrey: Tests for regression models with heteroskedasticity of unknown form. Computational Statistics & Data Analysis 50(10): 2715-2733 (2006)

2005

1 EE L. G. Godfrey, A. R. Tremayne: The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models. Computational Statistics & Data Analysis 49(2): 377-395 (2005)

2007
3	EE	L. G. Godfrey: Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models. Computational Statistics & Data Analysis 51(7): 3282-3295 (2007)
2006
2	EE	L. G. Godfrey: Tests for regression models with heteroskedasticity of unknown form. Computational Statistics & Data Analysis 50(10): 2715-2733 (2006)
2005
1	EE	L. G. Godfrey, A. R. Tremayne: The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models. Computational Statistics & Data Analysis 49(2): 377-395 (2005)

Coauthor Index