Pages that link to "Item:Q3203886"

The following pages link to A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model (Q3203886):

Displaying 20 items.

• Finite-sample power of tests for autocorrelation in models containing lagged dependent variables (Q374905) (← links)
• Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
• A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
• Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors (Q375132) (← links)
• A simple test for the consistency of dynamic linear regression in rational distributed lag models (Q672883) (← links)
• A point optimal test for autoregressive disturbances (Q760995) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
• Linear models with correlated disturbances (Q1202120) (← links)
• Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
• Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326) (← links)
• An improved selection test between autoregressive and moving average disturbances in regression models (Q1695671) (← links)
• A Bayesian note on competing correlation structures in the dynamic linear regression model (Q1802080) (← links)
• (Q3033183) (← links)
• Testing for Autocorrelation in Dynamic Random Effects Models (Q3470026) (← links)
• On a new test for autocorrelation in regression models under nonnormality (Q3473196) (← links)
• CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES (Q3680088) (← links)
• Higher order generalisation of first order autoregressive tests (Q3725397) (← links)
• Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (Q3974414) (← links)
• The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432) (← links)