Model specification tests

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Specification Tests in Econometrics

1978 • 17,234 citations

An Analysis of Transformations

1964 • 13,718 citations

Frontiers in Econometrics

1975 • 8,241 citations

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

1980 • 7,455 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Maximum Likelihood Estimation of Misspecified Models

1982 • 3,838 citations

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

1980 • 3,749 citations

Maximum Likelihood Estimation of Misspecified Models

1983 • 3,727 citations

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

1951 • 3,595 citations

Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis

1969 • 3,017 citations

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

1978 • 1,361 citations

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

1978 • 1,343 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

An Approximate Analysis of Variance Test for Normality

1972 • 982 citations

Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation

1948 • 696 citations

Some Tests for Homoscedasticity

1965 • 661 citations

Computer Simulation Techniques.

1967 • 639 citations

Handbook of econometrics

1986 • 636 citations

Using Least Squares to Approximate Unknown Regression Functions

1980 • 571 citations

A note on studentizing a test for heteroscedasticity

1981 • 567 citations

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

1981 • 449 citations

Evaluation of Econometric Models

1980 • 346 citations

Consequences and Detection of Misspecified Nonlinear Regression Models

1981 • 289 citations

Testing for multiplicative heteroskedasticity

1978 • 283 citations

Misspecified models with dependent observations

1982 • 256 citations

An Approximate Analysis of Variance Test for Normality

1972 • 215 citations

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION

1957 • 192 citations

An efficient large-sample test for normality of observations and regression residuals

1981 • 180 citations

Some Properties of Tests for Specification Error in a Linear Regression Model

1977 • 139 citations

Some Tests for Homoscedasticity

1965 • 127 citations

Estimation and testing for functional form and autocorrelation

1978 • 112 citations

Some Large-Sample Tests for Nonnormality in the Linear Regression Model

1980 • 111 citations

Differencing as a Test of Specification

1982 • 84 citations

Large-Sample Restricted Parametric Tests

1962 • 75 citations

Consequences and Detection of Misspecified Nonlinear Regression Models

1981 • 73 citations

Alternative Specification Error Tests: A Comparative Study

1979 • 68 citations

Joint estimation and testing for functional form and heteroskedasticity

1981 • 55 citations

Heteroscedasticity and the use of Box–Cox transformations

1979 • 54 citations

Some Large-Sample Tests for Nonnormality in the Linear Regression Model

1980 • 44 citations

The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present

1977 • 36 citations

Alternative Specification Error Tests: A Comparative Study

1979 • 15 citations

A GENERAL APPROACH TO THE CONSTRUCTION OF MODEL DIAGNOSTICS BASED UPON THE LAGRANGE MULTIPLIER PRINCIPLE

1979 • 11 citations

Pooling as a Specification Error: A Comment

1977 • 10 citations

Problems and Issues in Evaluating Econometric Models

1980 • 7 citations

Multiple Regression Analysis with Box-Cox Transformations and Nonspherical Residual Errors: a Transportation Application

1980 • 4 citations