Towards a theory of point optimal testing

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

1951 • 3,595 citations

Journal of the Royal Statistical Society.

1923 • 3,533 citations

Principles of Econometrics

1973 • 3,349 citations

Journal of the Royal Statistical Society (B)

1993 • 3,339 citations

Theoretical Statistics

1974 • 2,786 citations

Computing the distribution of quadratic forms in normal variables

1961 • 1,147 citations

Forecasting and conditional projection using realistic prior distributions

1984 • 1,111 citations

Further Results on Tests of Separate Families of Hypotheses

1962 • 996 citations

Sampling and Bayes' Inference in Scientific Modelling and Robustness

1980 • 890 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

Serial Correlation and the Fixed Effects Model

1982 • 804 citations

On the Theory of Testing for Unit Roots in Observed Time Series

1986 • 624 citations

Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables

1980 • 579 citations

Communications in statistics: theory and methods

2014 • 547 citations

Some Estimators for a Linear Model With Random Coefficients

1968 • 504 citations

The Theory and Practice of Econometrics (2nd ed.).

1986 • 450 citations

Why Isn't Everyone a Bayesian?

1986 • 319 citations

Some Estimators for a Linear Model with Random Coefficients

1968 • 260 citations

Robust Tests for Spherical Symmetry and Their Application to Least Squares Regression

1980 • 211 citations

SERIAL CORRELATION IN REGRESSION ANALYSIS. I

1955 • 198 citations

Testing the Independence of Regression Disturbances

1992 • 138 citations

Locally Best Invariant Tests of the Error Covariance Matrix of the Linear Regression Model

1985 • 136 citations

Random Coefficients Models: The Analysis of a Cross Section of Time Series by Stochastically Convergent Parameter Regression

1973 • 109 citations

Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative

1985 • 96 citations

An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model

1978 • 86 citations

Specification Analysis in the Linear Model.

1988 • 82 citations

Testing for autocorrelation in linear regression models: a survey

2018 • 82 citations

Demand for Automobiles in the United States.

1958 • 74 citations

A point optimal test for autoregressive disturbances

1985 • 67 citations

A New Test for Autocorrelated Errors in the Linear Regression Model

1973 • 63 citations

Testing for deterministic trend and seasonal components in time series models

1983 • 58 citations

AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL

1988 • 57 citations

Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic

1980 • 54 citations

An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model

1978 • 53 citations

The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables

1981 • 47 citations

Testing for Deterministic Linear Trend in Time Series

1986 • 43 citations

Testing for the Independence of Regression Disturbances

1970 • 42 citations

A Simplification of the Blus Procedure for Analyzing Regression Disturbances

1968 • 40 citations

Significance tests and spurious correlation in regression models with autocorrelated errors

1983 • 40 citations

Optimum Invariant Tests in Unbalanced Variance Components Models

1967 • 40 citations

CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES

1985 • 37 citations

Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model

1987 • 36 citations

Testing for autoregressive against moving average errors in the linear regression model

1983 • 36 citations

New Estimators of Disturbances in Regression Analysis

1971 • 35 citations

An analysis of tests for regression coefficient stability

1988 • 32 citations

A point optimal test for heteroscedastic disturbances

1985 • 31 citations

The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors

1984 • 31 citations

Testing for Serial Correlation after Least Squares Regression

1968 • 30 citations

An Alternative Test for Regression Coefficient Stability

1987 • 27 citations

Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems

1987 • 27 citations

On a new test for autocorrelation in least squares regression

1971 • 26 citations

Joint tests for zero restrictions on nonnegative regression coefficients

1986 • 25 citations

TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES

1983 • 24 citations

Joint one-sided tests of linear regression coefficients

1986 • 23 citations

On typical characteristics of economic time series and the relative qualities of five autocorrelation tests

1978 • 18 citations

Beta-Optimal Tests and an Application to the Summary Evaluation of Experiments

1969 • 18 citations

A new test for fourth-order autoregressive disturbances

1984 • 17 citations

New Estimators of Disturbances in Regression Analysis

1971 • 15 citations

Eigenvalue—Free methods for computing the distribution of a quadratic form in normal variables

1985 • 14 citations

Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present

1989 • 12 citations

The Linear Hypothesis: a General Theory (2nd edn)

1980 • 11 citations

A Point Optimal Test for Moving Average Regression Disturbances

1985 • 10 citations

Serial correlation and distributions on the shere

1976 • 8 citations

A priori fixed covariance matrices of disturbance estimators

1972 • 6 citations

Higher order generalisation of first order autoregressive tests

1985 • 5 citations

On Point-Optimal Cox Tests

1988 • 4 citations