Model specification tests against non-nested alternatives

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

The theory and practice of econometrics

1986 • 4,551 citations

Maximum Likelihood Estimation of Misspecified Models

1982 • 3,838 citations

Maximum Likelihood Estimation of Misspecified Models

1983 • 3,727 citations

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

1969 • 3,017 citations

An analysis of transformations (with discussion)

1964 • 1,928 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

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

1970 • 1,179 citations

Further Results on Tests of Separate Families of Hypotheses

1962 • 996 citations

The Theory and Practice of Econometrics.

1981 • 866 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

On the General Problem of Model Selection

1974 • 458 citations

Information Criteria for Discriminating Among Alternative Regression Models

1978 • 400 citations

Testing Non-Nested Nonlinear Regression Models

1978 • 385 citations

A Method for Discriminating between Models

1970 • 330 citations

Selection of Regressors

1980 • 309 citations

Alternative procedures and associated tests of significance for non-nested hypotheses

1981 • 241 citations

Tests of non-nested regression models

1983 • 209 citations

Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests

1976 • 172 citations

Testing Linear and Log-Linear Regressions for Functional Form

1981 • 141 citations

Regularity conditions for cox's test of non-nested hypotheses

1982 • 125 citations

A note on the selection of data transformations

1971 • 116 citations

Comparison of Local Power of Alternative Tests of Non-Nested Regression Models

1982 • 101 citations

Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares

1983 • 99 citations

A Comparison of Methods for Testing Nonnested Hypotheses

1974 • 94 citations

Criteria for Evaluation of Econometric Models

1972 • 90 citations

Extensions of the General Linear Hypothesis Model

1970 • 87 citations

Regression Analysis When the Variance of the Dependent Variable is Proportional to the Square of its Expectation

1973 • 86 citations

Testing Linear versus Logarithmic Regression Models

1980 • 66 citations

Specification and Testing in Applied Demand Analysis

1978 • 58 citations

Some tests of separate families of hypotheses in time series analysis.

1967 • 49 citations

Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis

1979 • 48 citations

A test for discriminating between models

1969 • 47 citations

Some tests of separate families of hypotheses in time series analysis

1967 • 41 citations

On the interpretation of the cox test in econometrics

1979 • 34 citations

‘A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses’

1977 • 31 citations

On the Choice of Forecasting Formulas

1947 • 28 citations

Information Criteria for Choice of Regression Models: A Comment

1979 • 23 citations

A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses

1977 • 23 citations

Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results

1998 • 16 citations

On a simple procedure for testing non-nested regression models

1980 • 8 citations

The theory of econometric model selection

1980 • 7 citations

Some Non-Nested Hypothesis Tests and the Relations Among Them

1980 • 3 citations

Model Specification Tests Based on Artificial Linear Regressions

1980 • 2 citations