Pages that link to "Item:Q374967"

The following pages link to Testing for linear and log-linear regressions with heteroscedasticity (Q374967):

Displaying 16 items.

• Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
• A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
• Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model (Q900058) (← links)
• Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
• Testing linear and loglinear error components regressions against Box-Cox alternatives (Q1380565) (← links)
• Some simple LM tests against multiple changes of variance in linear regression (Q1397598) (← links)
• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation (Q1583165) (← links)
• A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
• Test for heteroscedasticity in partially linear regression models (Q2320630) (← links)
• Testing heteroscedasticity in partially linear regression models (Q2573991) (← links)
• Simulataneous specicication test in a binary logit (Q3473038) (← links)
• Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
• Testing for heteroscedasticity in a dynamic simultaneous equation model (Q3692646) (← links)
• Joint test for functional forms and heteroscedasticity with property sales and valuation data (Q4940120) (← links)
• (Q5447778) (← links)
• Testing for Heterogeneous Parameters in Least-Squares Approximations (Q5751786) (← links)