Discriminating Between Autocorrelation and Misspecification in Regression Analysis: An Alternative Test Strategy

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

1970 • 1,179 citations

On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

1946 • 819 citations

Nonlinear Regression with Dependent Observations

1984 • 465 citations

Diagnostic tests as residual analysis

1983 • 436 citations

An algorithm for the exact likelihood of a mixed autoregressive-moving average process

1979 • 276 citations

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

1977 • 139 citations

Alternative Specification Error Tests: A Comparative Study

1979 • 68 citations

A Test Strategy for Discriminating Between Autocorrelation and Misspecification in Regression Analysis

1981 • 42 citations

On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis

1981 • 41 citations

Autocorrelation and the sensitivity of reset

1984 • 13 citations

A Test Strategy for Discriminating between Autocorrelation and Misspecification in Regression Analysis: A Critical Note

1985 • 6 citations