Pages that link to "Item:Q1377326"
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The following pages link to Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326):
Displaying 4 items.
- Finite-sample power of tests for autocorrelation in models containing lagged dependent variables (Q374905) (← links)
- Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors (Q375132) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Higher order generalisation of first order autoregressive tests (Q3725397) (← links)