Biblio

Implicit Alternatives and the Local Power of Test StatisticsJournal articleRussell Davidson et James G. MacKinnon, Econometrica, Volume 55, Issue 6, pp. 1305-29, 1987

A Simplified Version of the Differencing TestJournal articleRussell Davidson, Leslie Godfrey et James G. MacKinnon, International Economic Review, Volume 26, Issue 3, pp. 639-47, 1985

Testing Linear and Loglinear Regressions against Box-Cox AlternativesJournal articleRussell Davidson et James G. MacKinnon, Canadian Journal of Economics, Volume 18, Issue 3, pp. 499-517, 1985

Convenient specification tests for logit and probit modelsJournal articleRussell Davidson et James G. MacKinnon, Journal of Econometrics, Volume 25, Issue 3, pp. 241-262, 1984

Model Specification Tests Based on Artificial Linear RegressionsJournal articleRussell Davidson et James G. MacKinnon, International Economic Review, Volume 25, Issue 2, pp. 485-502, 1984

Small sample properties of alternative forms of the Lagrange Multiplier testJournal articleRussell Davidson et James G. MacKinnon, Economics Letters, Volume 12, Issue 3-4, pp. 269-275, 1983

Testing the specification of multivariate models in the presence of alternative hypothesesJournal articleRussell Davidson et James G. MacKinnon, Journal of Econometrics, Volume 23, Issue 3, pp. 301-313, 1983

Tests for model specification in the presence of alternative hypotheses : Some further resultsJournal articleRussell Davidson, James G. MacKinnon et Halbert White, Journal of Econometrics, Volume 21, Issue 1, pp. 53-70, 1983

Some Non-Nested Hypothesis Tests and the Relations among ThemJournal articleRussell Davidson et James G. MacKinnon, Review of Economic Studies, Volume 49, Issue 4, pp. 551-565, 1982

Efficient estimation of tail-area probabilities in sampling experimentsJournal articleRussell Davidson et James G. MacKinnon, Economics Letters, Volume 8, Issue 1, pp. 73-77, 1981

Several Tests for Model Specification in the Presence of Alternative HypothesesJournal articleRussell Davidson et James G. MacKinnon, Econometrica, Volume 49, Issue 3, pp. 781-93, 1981

Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variablesJournal articleRussell Davidson et James G. MacKinnon, Economics Letters, Volume 6, Issue 2, pp. 119-123, 1980

On a simple procedure for testing non-nested regression modelsJournal articleRussell Davidson et James G. MacKinnon, Economics Letters, Volume 5, Issue 1, pp. 45-48, 1980