The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

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

1980 • 25,774 citations

The American Economic Review

2013 • 15,972 citations

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

1989 • 9,360 citations

Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

1989 • 5,821 citations

Testing for the Constancy of Parameters over Time

1989 • 827 citations

On the Distribution of the Likelihood Ratio

1954 • 776 citations

Handbook of Econometrics.

1987 • 510 citations

Hypothesis testing when a nuisance parameter is present only under the alternative

1977 • 484 citations

Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters

1982 • 477 citations

Specification testing in Markov-switching time-series models

1996 • 468 citations

Maximum-likelihood estimation in non-standard conditions

1971 • 172 citations

The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series

1990 • 164 citations

Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models

1989 • 114 citations

Specification testing when score test statistics are identically zero

1986 • 82 citations

Power in Econometric Applications

1989 • 74 citations

An empirical process central limit theorem for dependent non-identically distributed random variables

1991 • 42 citations

Modified lagrange multiplier tests for problems with one-sided alternatives

1986 • 42 citations

On Wald tests for globally and locally quadratic restrictions

1991 • 2 citations