Pages that link to "Item:Q582781"

The following pages link to Finite sample power of linear regression autocorrelation tests (Q582781):

Displaying 14 items.

• Finite-sample power of tests for autocorrelation in models containing lagged dependent variables (Q374905) (← links)
• Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (Q707060) (← links)
• The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
• On the robustness of the F-test to autocorrelation among disturbances (Q902663) (← links)
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
• The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
• The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
• ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
• Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
• Conditional Information in Projections of Gaussian Vectors (Q3622051) (← links)
• The limiting power of point optimal autocorrelation tests (Q4275861) (← links)
• The limiting power of the durbin-watson test (Q4541682) (← links)
• On the sensitivity of the restricted least squares estimators to covariance misspecification (Q5433619) (← links)
• HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)