Pages that link to "Item:Q1290862"
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The following pages link to Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862):
Displaying 7 items.
- Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
- Testing for linear and log-linear regressions with heteroscedasticity (Q374967) (← links)
- Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors (Q375132) (← links)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (Q744768) (← links)
- Testing linear and loglinear error components regressions against Box-Cox alternatives (Q1380565) (← links)
- Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation (Q1583165) (← links)
- Double-length regression tests for testing functional forms and spatial error dependence (Q1934939) (← links)