Pages that link to "Item:Q4935359"
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The following pages link to Modelling panels of intercorrelated autoregressive time series (Q4935359):
Displaying 13 items.
- A randomness test for functional panels (Q311801) (← links)
- Modelling data observed irregularly over space and regularly in time (Q537222) (← links)
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- A note on parameter estimation of panel vector autoregressive models with intercorrelation (Q844045) (← links)
- The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
- Estimation Procedure for a Multiple Time Series Model (Q2876155) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- On modeling panels of time series (Q3429859) (← links)
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (Q3632431) (← links)
- Testing model adequacy for dynamic panel data with intercorrelation (Q4455355) (← links)
- Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data (Q4678887) (← links)
- Saddlepoint approximation methods for testing of serial correlation in panel time series data (Q5485062) (← links)
