Pages that link to "Item:Q375132"

The following pages link to Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors (Q375132):

Displaying 7 items.

• Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
• Testing for the length of a distributed lag with a differencing transformation (Q902636) (← 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)
• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation (Q1583165) (← links)
• Constructing Optimal tests on a Lagged dependent variable (Q3505326) (← links)
• Nonstationary regression models with a lagged dependent variable (Q4337208) (← links)