Pages that link to "Item:Q1366838"
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The following pages link to A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions (Q1366838):
Displaying 5 items.
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091) (← links)
- A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations (Q3155353) (← links)
- Improved inference for first-order autocorrelation using likelihood analysis (Q3552836) (← links)
- On testing for serial correlation in large numbers of small samples (Q3769791) (← links)