Pages that link to "Item:Q3769791"

The following pages link to On testing for serial correlation in large numbers of small samples (Q3769791):

Displaying 15 items.

• Minimum message length analysis of multiple short time series (Q273763) (← links)
• Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
• The empirical saddlepoint method applied to testing for serial correlation in panel time series data (Q956357) (← links)
• A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions (Q1366838) (← links)
• Detecting outlying series in sets of short time series (Q1605166) (← links)
• Simple detection of outlying short time series (Q1880290) (← links)
• Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
• The effect of serial correlation on tests for parameter change at unknown time (Q2366758) (← links)
• Analysis of variability with large numbers of small samples (Q3028168) (← links)
• Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
• A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations (Q3155353) (← links)
• Testing regression models based on sample survey data (Q4276490) (← links)
• APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS (Q5297810) (← links)
• Saddlepoint approximation methods for testing of serial correlation in panel time series data (Q5485062) (← links)
• Testing for Serial Correlation in Fixed-Effects Panel Data Models (Q5863656) (← links)