Pages that link to "Item:Q1305639"
From MaRDI portal
The following pages link to Testing for serial correlation in multivariate regression models (Q1305639):
Displaying 28 items.
- A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
- Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- A simplified method of calculating the score test for serial correlation in multivariate models (Q899820) (← links)
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
- Testing for serial correlation in the presence of stochastic volatility (Q1000525) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323) (← links)
- A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions (Q1366838) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Tests for special causes with multivariate autocorrelated data (Q1890973) (← links)
- First-order serial correlation in seemingly unrelated regressions (Q1927408) (← links)
- Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461) (← links)
- Model-free tests for series correlation in multivariate linear regression (Q2301085) (← links)
- Assessing white noise assumption with semi-parametric additive partial linear models (Q2359165) (← links)
- High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
- Testing serial correlation for partially nonlinear models (Q2511746) (← links)
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models (Q2816431) (← links)
- Empirical-likelihood-based Test for Partially Linear Single-index Models with Error-prone Linear Covariates (Q2821030) (← links)
- Testing for common autocorrelation in data-rich environments (Q2997941) (← links)
- Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models (Q3396325) (← links)
- Estimation of tobit-type models with individual specific effects (Q4512507) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)
- Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity (Q6573706) (← links)
- Reprint of: Robust inference on correlation under general heterogeneity (Q6664646) (← links)
