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Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function
Michael McAleer, Gordon Fisher, Paul Volker, Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function, The Review of Economics and Statistics, Vol. 64, No. 4 (Nov., 1982), pp. 572-583
How Fragile are Fragile Inferences? A Re-Evaluation of the Deterrent Effect of Capital Punishment
Extreme bounds analysis attempts to measure the effects of the uncertainty in the specification of the explanatory variables in a regression model on the estimated coefficients of interest. Standard errors for the stochastic extreme bounds are computed using the bootstrap technique. State-by-state cross section data are used to study the deterrent effect of capital punishment in the United States in 1950. The bootstrap standard errors are sufficiently large for some bounds to suggest caution in the interpretation of the empirical results regarding the fragility of inferences for the deterrent effect of capital punishment.
Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models
L. G. Godfrey, Michael McAleer, C. R. McKenzie, Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models, The Review of Economics and Statistics, Vol. 70, No. 3 (Aug., 1988), pp. 492-503