Heteroskedasticity-Robust Tests in Regression Directions

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

1980 • 25,774 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

An Introduction to the Theory of Statistics

1911 • 4,589 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

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

1985 • 1,446 citations

Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

1978 • 1,361 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

A general approach to lagrange multiplier model diagnostics

1982 • 371 citations

A Remark on Hausman's Specification Test

1982 • 164 citations

Some Non-Nested Hypothesis Tests and the Relations Among Them

1982 • 107 citations

Model Specification Tests Based on Artificial Linear Regressions

1984 • 98 citations

Differencing as a Test of Specification

1982 • 84 citations

Moving Seasonal Adjustment of Economic Time Series

1965 • 78 citations

Approximate Power Functions for Some Robust Tests of Regression Coefficients

1988 • 59 citations

The Interpretation of Test Statistics

1985 • 53 citations

A Simplified Version of the Differencing Test

1985 • 41 citations

PRACTITIONER's CORNER^*: A Note on Computing the Heteroskedasticity Consistent Covariance Matrix Using Instrumental Variable Techniques

1984 • 27 citations

Efficient estimation of tail-area probabilities in sampling experiments

1981 • 16 citations