Details about Maxwell Leslie King

Workplace:

Department of Econometrics and Business Statistics, Monash Business School, Monash University, (more information at EDIRC)

Access statistics for papers by Maxwell Leslie King.

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Short-id: pki342

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Working Papers

2019

1. Hypothesis Testing Based on a Vector of Statistics
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article Hypothesis testing based on a vector of statistics, Journal of Econometrics, Elsevier (2020) View citations (1) (2020)

2015

2. A new approach to forecasting based on exponential smoothing with independent regressors
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
3. Point Optimal Testing: A Survey of the Post 1987 Literature
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)

2014

4. A Model Validation Procedure
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
5. Applications of Information Measures to Assess Convergence in the Central Limit Theorem
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2013

6. A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   See also Journal Article A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Computational Statistics & Data Analysis, Elsevier (2014) View citations (4) (2014)
7. Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   See also Journal Article Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors, Econometrics, MDPI (2016) View citations (1) (2016)
8. Gaussian kernel GARCH models
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)

2012

9. An Improved Nonparametric Unit-Root Test
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

2011

10. A New Procedure For Multiple Testing Of Econometric Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
11. A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
12. Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
13. Bayesian semiparametric GARCH models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)

2009

14. Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (31)
    See also Journal Article NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY, Econometric Theory, Cambridge University Press (2009) View citations (38) (2009)

2007

15. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    See also Journal Article A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Journal of Econometrics, Elsevier (2009) View citations (24) (2009)

2006

16. Estimation and model specification testing in nonparametric and semiparametric econometric models
    MPRA Paper, University Library of Munich, Germany View citations (1)

2005

17. Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
18. Exponential Smoothing Model Selection for Forecasting
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    See also Journal Article Exponential smoothing model selection for forecasting, International Journal of Forecasting, Elsevier (2006) View citations (46) (2006)
19. Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2004

20. Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) View citations (3)
21. Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    See also Journal Article Box-Cox stochastic volatility models with heavy-tails and correlated errors, Journal of Empirical Finance, Elsevier (2008) View citations (14) (2008)
22. Maximal Invariant Likelihood Based Testing of Semi-Linear Models
    Econometric Society 2004 Australasian Meetings, Econometric Society
    See also Journal Article Maximal invariant likelihood based testing of semi-linear models, Statistical Papers, Springer (2007) (2007)
23. Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (4)

2003

24. Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2002

25. Influence Diagnostics in GARCH Processes
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
26. Local Linear Forecasts Using Cubic Smoothing Splines
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

1999

27. Selecting the Order of an ARCH Model
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    See also Journal Article Selecting the order of an ARCH model, Economics Letters, Elsevier (2004) View citations (2) (2004)

1998

28. Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (1998)
29. Model Selection when a Key Parameter Is Constrained to Be in an Interval
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
30. Modified Likelihood and Related Methods for Handling Nuisance Parameters in the Linear Regression Model
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1996

31. A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
32. Estimation of Regression Disturbances Based on Minimum Message Length
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
33. Improved Small Sample Midel selection Procedures
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1995

34. A Small Sample Variable Selection Procedure
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
35. Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
36. Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
37. The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1994

38. A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
39. Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
40. One Sided Hypothesis Testing in Econometrics: A Survey
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)
    Also in Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

1989

41. OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (4)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)

1975

42. INFLATIONARY EXPECTATIONS IN NEW ZEALAND, A PRELIMINARY STUDY
    Working Papers, University of Sydney, School of Economics

Undated

43. A Beta-Optimal Test of the Equicorrelation Coefficient
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
44. A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances, Journal of Business & Economic Statistics, American Statistical Association (1993) View citations (36) (1993)
45. Choice of Time-Series Forecasting Method Using Discriminant Scores
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
46. Comments on Testing Economic Theories and the Use of Model Selection Criteria
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Comments on testing economic theories and the use of model selection criteria, Journal of Econometrics, Elsevier (1995) View citations (83) (1995)
47. Hypothesis Testing in the Presence of Nuisance Parameters
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
48. Locally Optimal One-Sided Tests for Multiparameter Hypothesis
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Locally optimal one-sided tests for multiparameter hypotheses, Econometric Reviews, Taylor & Francis Journals (1997) View citations (31) (1997)
49. Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative, The Review of Economics and Statistics, MIT Press (1993) View citations (13) (1993)
50. Marginal Likelihood Based Tests of Regression Disturbances
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
51. Marginal Likelihood Score-Based Tests of Regression Disturbances in the Presence of Nuisance Parameters
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters, Journal of Econometrics, Elsevier (1997) View citations (14) (1997)
52. Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors, Journal of Econometrics, Elsevier (1991) View citations (76) (1991)
53. Pre-Test Strategies for Time-Series Forecasting in the Linear Regression Model
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
54. Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model, Journal of Econometrics, Elsevier (1991) View citations (10) (1991)
55. Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter-Dependent Regressor Errors
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors, Economics Letters, Elsevier (1996) View citations (1) (1996)
56. Testing Hildreth-Houck Against Return to Normalcy Random Regression Coefficients
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
57. Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model, Journal of Business & Economic Statistics, American Statistical Association (1991) View citations (9) (1991)
58. Testing for ARMA(1,1) Disturbances in the Linear Regression Model
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Testing for ARMA (1, 1) Disturbances in the Linear Regression Model, Australian Economic Papers, Wiley Blackwell (1993) View citations (1) (1993)
59. Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present, Journal of Econometrics, Elsevier (1989) View citations (3) (1989)
60. Testing for Subblock Effects in Multi-Stage Linear Regression Models
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
61. The Locally Unbiased Two-Sided Durbin-Watson Test
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article The locally unbiased two-sided Durbin--Watson test, Economics Letters, Elsevier (1991) (1991)
62. The Power of Student's t Test: Can a Non-Similar Test Do Better?
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
63. The Use of Information Criteria for Model Selection Between Models with Equal Numbers of Parameters
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
64. Towards a Theory of Point Optimal Testing
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
65. Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    See also Journal Article Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model, Empirical Economics, Springer (1989) View citations (1) (1989)
66. Tutoring in Economic Statistics: The Monash Experience
    Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

Journal Articles

2020

1. Hypothesis testing based on a vector of statistics
   Journal of Econometrics, 2020, 219, (2), 425-455 View citations (1)
   See also Working Paper Hypothesis Testing Based on a Vector of Statistics, Monash Econometrics and Business Statistics Working Papers (2019) (2019)

2016

2. Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
   Econometrics, 2016, 4, (2), 1-27 View citations (1)
   See also Working Paper Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors, Monash Econometrics and Business Statistics Working Papers (2013) View citations (1) (2013)
3. On solving bias-corrected non-linear estimation equations with an application to the dynamic linear model
   Statistica Neerlandica, 2016, 70, (4), 332-355

2014

4. A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
   Computational Statistics & Data Analysis, 2014, 78, (C), 218-234 View citations (4)
   See also Working Paper A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density, Monash Econometrics and Business Statistics Working Papers (2013) View citations (1) (2013)

2009

5. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
   Journal of Econometrics, 2009, 153, (1), 21-32 View citations (24)
   See also Working Paper A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation, Monash Econometrics and Business Statistics Working Papers (2007) View citations (5) (2007)
6. NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
   Econometric Theory, 2009, 25, (6), 1869-1892 View citations (38)
   See also Working Paper Nonparametric Specification Testing for Nonlinear Time Series with Nonstationarity, School of Economics and Public Policy Working Papers (2009) View citations (31) (2009)

2008

7. Box-Cox stochastic volatility models with heavy-tails and correlated errors
   Journal of Empirical Finance, 2008, 15, (3), 549-566 View citations (14)
   See also Working Paper Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors, Monash Econometrics and Business Statistics Working Papers (2004) View citations (4) (2004)

2007

8. Maximal invariant likelihood based testing of semi-linear models
   Statistical Papers, 2007, 48, (3), 357-383
   See also Working Paper Maximal Invariant Likelihood Based Testing of Semi-Linear Models, Econometric Society 2004 Australasian Meetings (2004) (2004)

2006

9. A Bayesian approach to bandwidth selection for multivariate kernel density estimation
   Computational Statistics & Data Analysis, 2006, 50, (11), 3009-3031 View citations (51)
10. A new approximate point optimal test of a composite null hypothesis
    Journal of Econometrics, 2006, 130, (1), 101-122 View citations (7)
11. Exponential smoothing model selection for forecasting
    International Journal of Forecasting, 2006, 22, (2), 239-247 View citations (46)
    See also Working Paper Exponential Smoothing Model Selection for Forecasting, Monash Econometrics and Business Statistics Working Papers (2005) View citations (4) (2005)

2005

12. Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes
    Journal of Business & Economic Statistics, 2005, 23, 118-129 View citations (16)
13. Most mean powerful test of a composite null against a composite alternative
    Computational Statistics & Data Analysis, 2005, 49, (4), 1079-1104 View citations (2)

2004

14. A Wald-type test of quadratic parametric restrictions
    Economics Letters, 2004, 83, (3), 359-364 View citations (1)
15. ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
    Econometric Theory, 2004, 20, (5), 844-882 View citations (30)
16. Selecting the order of an ARCH model
    Economics Letters, 2004, 83, (2), 269-275 View citations (2)
    See also Working Paper Selecting the Order of an ARCH Model, School of Economics and Public Policy Working Papers (1999) (1999)

2002

17. IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
    Econometric Reviews, 2002, 21, (2), 149-165 View citations (7)

1999

18. A Correction for Local Biasedness of the Wald and Null Wald Tests
    Oxford Bulletin of Economics and Statistics, 1999, 61, (3), 435-450 View citations (1)

1997

19. Forecasting international quarterly tourist flows using error-correction and time-series models
    International Journal of Forecasting, 1997, 13, (3), 319-327 View citations (57)
20. Locally optimal one-sided tests for multiparameter hypotheses
    Econometric Reviews, 1997, 16, (2), 131-156 View citations (31)
    See also Working Paper Locally Optimal One-Sided Tests for Multiparameter Hypothesis, Department of Econometrics and Business Statistics Working Papers
21. Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
    Journal of Econometrics, 1997, 82, (1), 81-106 View citations (14)
    See also Working Paper Marginal Likelihood Score-Based Tests of Regression Disturbances in the Presence of Nuisance Parameters, Department of Econometrics and Business Statistics Working Papers
22. Modified Wald test for regression disturbances
    Economics Letters, 1997, 56, (1), 5-11 View citations (7)

1996

23. Editors' introduction: Fractional differencing and long memory processes
    Journal of Econometrics, 1996, 73, (1), 1-3 View citations (12)
24. Modified Wald tests for non-linear restrictions: A cautionary tale
    Economics Letters, 1996, 53, (2), 133-138 View citations (1)
25. Small-sample power of tests for inequality restrictions: The case of quarter-dependent regression errors
    Economics Letters, 1996, 52, (2), 121-127 View citations (1)
    See also Working Paper Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter-Dependent Regressor Errors, Department of Econometrics and Business Statistics Working Papers

1995

26. Comments on testing economic theories and the use of model selection criteria
    Journal of Econometrics, 1995, 67, (1), 173-187 View citations (83)
    See also Working Paper Comments on Testing Economic Theories and the Use of Model Selection Criteria, Department of Econometrics and Business Statistics Working Papers

1993

27. A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances
    Journal of Business & Economic Statistics, 1993, 11, (1), 17-27 View citations (36)
    Also in Journal of Business & Economic Statistics, 1994, 12, (1), 139 (1994) View citations (2)
    See also Working Paper A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances, Department of Econometrics and Business Statistics Working Papers
28. Locally Optimal Testing When a Nuisance Parameter Is Present Only under the Alternative
    The Review of Economics and Statistics, 1993, 75, (1), 1-7 View citations (13)
    See also Working Paper Locally Optimal Testing When a Nuisance Parameter is Present Only Under the Alternative, Department of Econometrics and Business Statistics Working Papers
29. Nonnested testing for autocorrelation in the linear regression model
    Journal of Econometrics, 1993, 58, (3), 295-314 View citations (3)
30. Testing for ARMA (1, 1) Disturbances in the Linear Regression Model
    Australian Economic Papers, 1993, 32, (61), 284-98 View citations (1)
    See also Working Paper Testing for ARMA(1,1) Disturbances in the Linear Regression Model, Department of Econometrics and Business Statistics Working Papers

1991

31. Editors' introduction: 40 years of diagnostic testing
    Journal of Econometrics, 1991, 47, (1), 1-4
32. Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
    Journal of Econometrics, 1991, 47, (1), 115-143 View citations (76)
    See also Working Paper Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary or Nonstationary AR(1) Errors, Department of Econometrics and Business Statistics Working Papers
33. Small-disturbance asymptotics and the Durbin-Watson and related tests in the dynamic regression model
    Journal of Econometrics, 1991, 47, (1), 145-152 View citations (10)
    See also Working Paper Small-Disturbance Asymptotics and the Durbin-Watson and Related Tests in the Dynamic Regression Model, Department of Econometrics and Business Statistics Working Papers
34. Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model
    Journal of Business & Economic Statistics, 1991, 9, (3), 329-35 View citations (9)
    See also Working Paper Testing Moving Average Against Autoregressive Disturbances in the Linear Regression Model, Department of Econometrics and Business Statistics Working Papers
35. The locally unbiased two-sided Durbin--Watson test
    Economics Letters, 1991, 35, (4), 401-407
    See also Working Paper The Locally Unbiased Two-Sided Durbin-Watson Test, Department of Econometrics and Business Statistics Working Papers

1989

36. Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present
    Journal of Econometrics, 1989, 41, (3), 285-301 View citations (3)
    See also Working Paper Testing for Fourth-Order Autocorrelation in Regression Disturbances When First-Order Autocorrelation is Present, Department of Econometrics and Business Statistics Working Papers
37. Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model
    Empirical Economics, 1989, 14, (2), 113-21 View citations (1)
    See also Working Paper Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model, Department of Econometrics and Business Statistics Working Papers

1988

38. A further class of tests for heteroscedasticity
    Journal of Econometrics, 1988, 37, (2), 265-276 View citations (5)
39. Locally Optimal Properties of the Durbin-Watson Test
    Econometric Theory, 1988, 4, (3), 509-516 View citations (7)

1987

40. An Alternative Test for Regression Coefficient Stability [Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative]
    The Review of Economics and Statistics, 1987, 69, (2), 379-81
41. Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model
    The Review of Economic Studies, 1987, 54, (4), 649-663 View citations (16)

1986

42. Joint one-sided tests of linear regression coefficients
    Journal of Econometrics, 1986, 32, (3), 367-383 View citations (5)

1985

43. A Point Optimal Test for Moving Average Regression Disturbances
    Econometric Theory, 1985, 1, (2), 211-222 View citations (2)
44. A point optimal test for autoregressive disturbances
    Journal of Econometrics, 1985, 27, (1), 21-37 View citations (22)
45. A point optimal test for heteroscedastic disturbances
    Journal of Econometrics, 1985, 27, (2), 163-178 View citations (4)
46. The Durbin-Watson test and cross-sectional data
    Economics Letters, 1985, 18, (1), 31-34 View citations (2)

1984

47. A joint test for serial correlation and heteroscedasticity
    Economics Letters, 1984, 16, (3-4), 297-302 View citations (1)
48. A new test for fourth-order autoregressive disturbances
    Journal of Econometrics, 1984, 24, (3), 269-277 View citations (4)
49. Autocorrelation pre-testing in the linear model: Estimation, testing and prediction
    Journal of Econometrics, 1984, 25, (1-2), 35-48 View citations (12)

1983

50. Testing for autoregressive against moving average errors in the linear regression model
    Journal of Econometrics, 1983, 21, (1), 35-51 View citations (12)
51. The Durbin-Watson test for serial correlation: Bounds for regressions using monthly data
    Journal of Econometrics, 1983, 21, (3), 357-366 View citations (2)

1982

52. Testing for a Serially Correlated Component in Regression Disturbances
    International Economic Review, 1982, 23, (3), 577-82 View citations (1)

1981

53. A Note on Szroeter's Bounds Test
    Oxford Bulletin of Economics and Statistics, 1981, 43, (3), 315-21 View citations (1)
54. The Durbin-Watson Bounds Test and Regressions without an Intercept
    Australian Economic Papers, 1981, 20, (36), 161-70
55. The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables
    Econometrica, 1981, 49, (6), 1571-81 View citations (4)
56. The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic
    Journal of Econometrics, 1981, 17, (1), 51-66 View citations (10)

1978

57. A Comparison of Some Tests for Fourth-Order Autocorrelation
    Australian Economic Papers, 1978, 17, (31), 323-33
58. Fourth-order autocorrelation: Further significance points for the Wallis test
    Journal of Econometrics, 1978, 8, (2), 255-259 View citations (2)

1977

59. A Note on Wallis' Bounds Test and Negative Autocorrelation
    Econometrica, 1977, 45, (4), 1023-26 View citations (1)

Chapters

2014

1. Specification Testing in Parametric Trending Models with Unknown Errors
   A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 151-202 View citations (1)