Pages that link to "Item:Q3974414"

The following pages link to Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (Q3974414):

Displaying 11 items.

• The Lagrange multiplier test for autocorrelation in the presence of linear restrictions (Q375061) (← links)
• Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
• Testing for jumps in the stochastic volatility models (Q1025341) (← links)
• Third-order inference for autocorrelation in nonlinear regression models (Q2276174) (← links)
• Correntropy as a novel measure for nonlinearity tests (Q2377677) (← links)
• Specification of autocorrelated disturbances in nonlinear regression model (Q2746765) (← links)
• (Q3033183) (← links)
• A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model (Q3203886) (← links)
• Testing for Autocorrelation in Dynamic Random Effects Models (Q3470026) (← links)
• On a new test for autocorrelation in regression models under nonnormality (Q3473196) (← links)
• Stationary Points for Parametric Stochastic Frontier Models (Q6626327) (← links)