Pages that link to "Item:Q4762173"

The following pages link to Controlling the significance levels of prediction error tests for linear regression models (Q4762173):

Displaying 11 items.

• A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
• Non-asymptotic tests of model performance (Q1031841) (← links)
• Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
• Increasing the replicability for linear models via adaptive significance levels (Q2084719) (← links)
• A note on pure error and its effect on regression model significance (Q2213548) (← links)
• The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
• Significance tests to determine the direction of effects in linear regression models (Q4614679) (← links)
• Parameter instability in quantile regression (Q4970897) (← links)
• Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
• Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)