Pages that link to "Item:Q1583165"
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The following pages link to Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation (Q1583165):
Displaying 10 items.
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- HAC estimation in a spatial framework (Q280271) (← 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)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
- Testing linear and loglinear error components regressions against Box-Cox alternatives (Q1380565) (← links)
- Functional form and spatial dependence in dynamic panels (Q1929085) (← links)
- Double-length regression tests for testing functional forms and spatial error dependence (Q1934939) (← links)
- Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
