%% tests
%%%%%%%%

@Book{lmtest:Kraemer+Sonnberger:1986,
  author        = {W. Kr\"amer and H. Sonnberger},
  title         = {The Linear Regression Model Under Test},
  publisher     = {Physica-Verlag},
  address       = {Heidelberg},
  year          = {1986}
}

@Article{lmtest:Durbin+Watson:1950,
  author	= {J. Durbin and G. S. Watson},
  title		= {Testing for Serial Correlation in Least Squares
  		   Regression I},
  journal	= {Biometrika},
  year		= {1950},
  volume	= {37},
  pages		= {409--428}
}

@Article{lmtest:Durbin+Watson:1951,
  author	= {J. Durbin and G. S. Watson},
  title		= {Testing for Serial Correlation in Least Squares
  		   Regression II},
  journal	= {Biometrika},
  year		= {1951},
  volume	= {38},
  pages		= {159--178}
}

@Article{lmtest:Durbin+Watson:1971,
  author	= {J. Durbin and G. S. Watson},
  title		= {Testing for Serial Correlation in Least Squares
  		   Regression III},
  journal	= {Biometrika},
  year		= {1971},
  volume	= {58},
  pages		= {1--19}
}

@Article{lmtest:Farebrother:1980,
  author	= {R. W. Farebrother},
  title		= {Pan's Procedure for the Tail Probabilities of the
  		   Durbin-Watson Statistic},
  journal	= {Applied Statistics},
  year		= {1980},
  volume	= {29},
  pages		= {224--227}
}

@Article{lmtest:Farebrother:1984,
  author	= {R. W. Farebrother},
  title		= {The Distribution of a Linear Combination of $chi^2$ Random
		   Variables},
  journal	= {Applied Statistics},
  year		= {1984},
  volume	= {33},
  pages		= {366--369}
}

@Article{lmtest:Godfrey:1978,
  author	= {L. G. Godfrey},
  title		= {Testing Against General Autoregressive and Moving Average
  		   Error Models when the Regressors Include Lagged Dependent
		   Variables},
  journal	= {Econometrica},
  year		= {1978},
  volume	= {46},
  pages		= {1293--1302}
}

@Article{lmtest:Breusch:1979,
  author	= {T. S. Breusch},
  title		= {Testing for Autocorrelation in Dynamic Linear Models},
  journal	= {Australian Economic Papers},
  year		= {1979},
  volume	= {17},
  pages		= {334--355}
}

@Article{lmtest:Breusch+Pagan:1979,
  author	= {T. S. Breusch and A. R. Pagan},
  title		= {A Simple Test for Heteroscedasticity and Random
  		   Coefficient Variation},
  journal	= {Econometrica},
  year		= {1979},
  volume	= {47},
  pages		= {1287--1294}
}

@Article{lmtest:Goldfeld+Quandt:1965,
  author	= {S. M. Goldfeld and R. E. Quandt},
  title		= {Some Tests for Homoskedasticity},
  journal	= {Journal of the American Statistical Association},
  year		= {1965},
  volume	= {60},
  pages		= {539--547}
}

@Article{lmtest:Harrison+McCabe:1979,
  author	= {M. J. Harrison and B. P. M. {McCabe}},
  title		= {A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals},
  journal	= {Journal of the American Statistical Association},
  year		= {1979},
  volume	= {74},
  pages		= {494--499}
}

@Article{lmtest:Harvey+Collier:1977,
  author	= {A. Harvey and P. Collier},
  title		= {Testing for Functional Misspecification in Regression Analysis},
  journal	= {Journal of Econometrics},
  year		= {1977},
  volume	= {6},
  pages		= {103--119}
}

@Article{lmtest:Utts:1982,
  author	= {J. M. Utts},
  title		= {The Rainbow Test for Lack of Fit in Regression},
  journal	= {Communications in Statistics - Theory and Methods},
  year		= {1982},
  volume	= {11},
  pages		= {1801--1815}
}

@Article{lmtest:Ramsey:1969,
  author	= {J. B. Ramsey},
  title		= {Tests for Specification Error in Classical Linear Least
  		   Squares Regression Analysis},
  journal	= {Journal of the Royal Statistical Society},
  year		= {1969},
  volume	= {B 31},
  pages		= {350--371}
}

%% strucchange
%%%%%%%%%%%%%%

@Article{lmtest:Brown+Durbin+Evans:1975,
  author	= {R. L. Brown and J. Durbin and J. M. Evans},
  title		= {Techniques for Testing the Constancy of Regression
		   Relationships over Time},
  year		= {1975},
  pages		= {149--163},
  journal	= {Journal of the Royal Statistical Society},
  volume	= {B 37},
  index		= {Z0001},
  keywords	= {CUSUM, recursive residuals, structural change, strucchange}
}

@Article{lmtest:Zeileis+Leisch+Hornik:2002,
  author	= {Achim Zeileis and Friedrich Leisch and Kurt Hornik and
                   Christian Kleiber},
  title		= {\texttt{strucchange}: {A}n \textsf{R} Package for Testing
                   for Structural Change in Linear Regression Models},
  journal      = {Journal of Statistical Software},
  year         = 2002,
  volume       = 7,
  number       = 2,
  pages        = {1--38},
  keywords	= {structural change, strucchange, CUSUM, MOSUM
                   fluctuation test, Chow test, F test, monitoring,
                   moving estimate},
  url		= {http://www.jstatsoft.org/v07/i02/}
}

@Article{lmtest:Zeileis:2001,
  author       = {Achim Zeileis},
  title        = {\texttt{strucchange}: {T}esting for Structural Change in
  		  Linear Regression Relationships},
  journal      = {R News},
  year         = 2001,
  volume       = 1,
  number       = 3,
  pages        = {8--11},
  month        = {September},
  url          = {http://cran.R-project.org/doc/Rnews/},
}


%% applications
%%%%%%%%%%%%%%%

@Article{lmtest:Royston+Altman:1994,
  author	= {Patrick Royston and Douglas G. Altman},
  title		= {Regression Using Fractional Polynomials of Continuous Covariates:
		   {P}arsimonious Parametric Modelling},
  journal	= {Applied Statistics},
  year		= {1994},
  volume	= {43},
  pages		= {429--453},
  keywords	= {Cox regression, Logistic regression}
}

@Article{lmtest:Sochett+Danemann+Clarson:1987,
  author	= {E.B. Sochett and D. Danemann and C. Clarson and R.M. Ehrich},
  title		= {Factors Affecting and Patterns of Residual Insulin Secretion
		   During the First Year of Type {I} (Insulin Dependent) Diabetes
		   Mellitus in Children},
  journal	= {Diabetology},
  year		= {1987},
  volume	= {30},
  pages		= {453--459}
}

@Book{lmtest:Hastie+Tibshirani:1990,
   author    = {Trevor Hastie and Robert Tibshirani},
   title     = {Generalized Additive Models},
   year      = {1990},
   publisher = {Chapman and Hall},
   address   = {London, UK}
}

@Article{lmtest:Chitty+Altman+Henderson:1994,
  author	= {L. S. Chitty and D. G. Altman and A. Henderson and S. Campbell},
  title		= {Charts of Fetal Size: 3, Abdominal Measurements},
  journal	= {British Journal of Obstetrics and Gynaecology},
  year		= {1994},
  volume	= {101},
  pages		= {125--131}
}


@Article{lmtest:Chitty+Campbell+Altman:1993,
  author        = {L. S. Chitty and S. Campbell and D. G. Altman},
  title         = {Measurement of the fetal mandible -- feasibility and
		   construction of a centile chart.},
  journal       = {Prenatal Diagnosis},
  year          = {1993},
  volume        = {13},
  pages         = {749-756}
}

@Article{lmtest:Stock+Watson:1996,
  author	= {James H. Stock and Mark W. Watson},
  title		= {Evidence on Structural Instability in Macroeconomic Time Series
  		   Relations},
  journal	= {Journal of Business \& Economic Statistics},
  year		= {1996},
  volume	= {14},
  pages		= {11--30},
  index		= {Z0046},
  keywords	= {structural change, F test, strucchange, macroeconomics}
}

@Article{lmtest:Breiman:2001,
  author       = {Leo Breiman},
  title        = {Statistical Modeling: {T}he Two Cultures},
  journal      = {Statistical Science},
  volume       = {16},
  pages        = {199--231},
  year         = {2001}
}

