Pages that link to "Item:Q3930478"
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The following pages link to Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic (Q3930478):
Displaying 16 items.
- AS 153 (Q39647) (← links)
- A point optimal test for autoregressive disturbances (Q760995) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- Evaluating the density of ratios of noncentral quadratic forms in normal variables (Q961269) (← links)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- Optimal testing for equicorrelated linear regression models (Q1907861) (← links)
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
- A new test for fourth-order autoregressive disturbances (Q2266339) (← links)
- The locally unbiased two-sided Durbin-Watson test (Q2640308) (← links)
- Some diagnostic tools in robust econometrics (Q2904118) (← links)
- Higher order generalisation of first order autoregressive tests (Q3725397) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- The polynomial trend model with autocorrelated residuals (Q3968340) (← links)
- Bootstrap tests for autocorrelation. (Q5958422) (← links)
