Pages that link to "Item:Q2915941"

The following pages link to Testing serial correlations in semiparametric time-varying coefficient models (Q2915941):

Displaying 11 items.

• Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series (Q269399) (← links)
• Estimation of semivarying coefficient time series models with ARMA errors (Q309731) (← links)
• Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
• Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
• The effect of serial correlation on tests for parameter change at unknown time (Q2366758) (← links)
• Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
• Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
• A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series (Q2826009) (← links)
• Testing Serial Correlation in Partially Linear Additive Errors-in-variables Models (Q2828697) (← links)
• Testing Serial Correlation in Semiparametric Varying-Coefficient Partially Linear Models (Q3396325) (← links)