Diagnostic Testing in Applied Econometrics*

Specification Tests in Econometrics

1978 • 17,234 citations

Regression Diagnostics

1980 • 6,774 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy

1986 • 6,027 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

An Almost Ideal Demand System

1980 • 4,332 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

Let's Take the Con Out of Econometrics

1983 • 2,356 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

1985 • 1,446 citations

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

1978 • 1,343 citations

Errors in Variables

1954 • 1,201 citations

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

1970 • 1,179 citations

Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability

1963 • 1,043 citations

Further Results on Tests of Separate Families of Hypotheses

1962 • 996 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Using Least Squares to Approximate Unknown Regression Functions

1980 • 571 citations

Diagnostic tests as residual analysis

1983 • 436 citations

Tests for model specification in the presence of alternative hypotheses

1983 • 355 citations

Handbook of Econometrics

1983 • 322 citations

What will take the con out of econometrics

1986 • 316 citations

On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman

1981 • 249 citations

More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form

1983 • 239 citations

Practitioners'corner: professor Hendry's econometric methodology

2005 • 224 citations

Imposing curvature restrictions on flexible functional forms

1984 • 199 citations

Testing for Fourth Order Autocorrelation in Quarterly Regression Equations

1972 • 177 citations

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

1976 • 172 citations

Approximate Normality of Generalized Least Squares Estimates

1984 • 119 citations

Model Specification Tests Based on Artificial Linear Regressions

1984 • 98 citations

On the bootstrap and likelihood-based confidence regions

1987 • 96 citations

The Analysis of Family Budgets.

1973 • 91 citations

Differencing as a Test of Specification

1982 • 84 citations

The rainbow test for lack of fit in regression

1982 • 80 citations

A SIMPLE TEST FOR REGRESSION PARAMETER INSTABILITY

1984 • 50 citations

TESTING FOR CHANGES IN THE STRUCTURE OF THE DEMAND FOR MEAT IN AUSTRALIA

1985 • 38 citations

Retail Demand for Meat in Australia: A Utility Theory Approach*

1984 • 32 citations

The independence of tests for structural change in regression models

1983 • 31 citations

A further class of tests for heteroscedasticity

1988 • 30 citations

Data Transformation Tests

1986 • 27 citations

THE DEMAND FOR MEAT — AN EXAMPLE OF AN INCOMPLETE COMMODITY DEMAND SYSTEM*

1979 • 23 citations

A Monte Carlo test of Slutsky symmetry

1985 • 17 citations

EFFECTS OF PAST AUSTRALIAN WHEAT PRICE POLICIES ON KEY INDUSTRY VARIABLES

1985 • 8 citations

Some Exact Tests for Model Specification

1983 • 5 citations