Testing for Consistency using Artificial Regressions

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

1980 • 25,774 citations

Specification Tests in Econometrics

1978 • 17,234 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

Alternative Tests of Independence between Stochastic Regressors and Disturbances

1973 • 1,263 citations

Errors in Variables

1954 • 1,201 citations

Advanced econometrics

1988 • 944 citations

Handbook of Econometrics.

1985 • 815 citations

Wald, likelihood ratio, and Lagrange multiplier tests in econometrics

1984 • 547 citations

Maximum Likelihood Specification Testing and Conditional Moment Tests

1985 • 538 citations

A general approach to lagrange multiplier model diagnostics

1982 • 371 citations

Convenient specification tests for logit and probit models

1984 • 300 citations

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

1981 • 249 citations

Testing for Neglected Heterogeneity

1984 • 206 citations

A Remark on Hausman's Specification Test

1982 • 164 citations

Testing Linear and Log-Linear Regressions for Functional Form

1981 • 141 citations

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

1977 • 139 citations

The small-sample performance of the information-matrix test

1990 • 133 citations

Implicit Alternatives and the Local Power of Test Statistics

1987 • 127 citations

Tests of specification in econometrics

1984 • 120 citations

The Covariance Matrix of the Information Matrix Test

1984 • 117 citations

Testing Linear and Loglinear Regressions against Box-Cox Alternatives

1985 • 107 citations

Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T²-Test

1974 • 98 citations

Model Specification Tests Based on Artificial Linear Regressions

1984 • 98 citations

Differencing as a Test of Specification

1982 • 84 citations

Heteroskedasticity-Robust Tests in Regressions Directions

1985 • 80 citations

Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test

1974 • 77 citations

Heteroskedasticity-Robust Tests in Regression Directions

1985 • 73 citations

Small sample properties of alternative forms of the Lagrange Multiplier test

1983 • 70 citations

The Information Matrix Test for the Linear Model

1987 • 61 citations

THE CALCULATION OF THE INFORMATION MATRIX TEST FOR BINARY DATA MODELS

1988 • 54 citations

Alternative forms and properties of the score test

1986 • 49 citations

A Simplified Version of the Differencing Test

1985 • 41 citations

Data Transformation Tests

1986 • 27 citations

PRACTITIONERS’ CORNER: Double Length Artificial Regressions^†

1988 • 20 citations

A Specification Test for Models Estimated by GLS

1986 • 8 citations

Least Squares Theory and the Hausman Specification Test

1985 • 4 citations

Testing for Consistency using Artificial Regressions

1987 • 4 citations

A New Form of the Information Matrix Test

1988 • 2 citations