Pages that link to "Item:Q374913"

The following pages link to Testing linear and log-linear regressions with autocorrelated errors (Q374913):

Displaying 9 items.

• 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)
• Erratum to: Testing linear and loglinear error components regressions against Box-Cox alternatives (Q449913) (← links)
• Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
• Tests of bias in log-periodogram regression (Q1036842) (← links)
• Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
• Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326) (← 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)