Pages that link to "Item:Q918612"
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The following pages link to Testing linear hypotheses in autoregressions (Q918612):
Displaying 17 items.
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
- Tests against inequality constraints in semiparametric models (Q1866207) (← links)
- A test for randomness against ARMA alternatives. (Q1877528) (← links)
- Residual empirical processes and their application to GM-testing for the autoregression order (Q2439931) (← links)
- Large-sample tests of homogeneity for time series models (Q3314790) (← links)
- SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL (Q3580631) (← links)
- Testing normality in autoregressive models (Q3687497) (← links)
- A Note on a Partition of the Likelihood Ratio Test for Autoregressive Covariance Structure (Q3749957) (← links)
- Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification (Q3805715) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
- Estimation in autoregressivemodels based on autoregressionrank scores (Q4789777) (← links)
- Rao's score test with nonparametric density estimators (Q5943795) (← links)
