Pages that link to "Item:Q1695683"
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The following pages link to Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683):
Displaying 3 items.
- Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091) (← links)
- Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)