Double-length regressions for linear and log-linear regressions with AR(1) disturbances

DOI10.1007/BF02925518zbMath0928.62070MaRDI QIDQ1290862

Badi H. Baltagi

Publication date: 11 January 2000

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

serial correlationBox-Cox transformationdouble-length regressions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Related Items (2)

Testing for spatial lag and spatial error dependence using double length artificial regressions ⋮ Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation

Cites Work

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• Testing linear and log-linear regressions with autocorrelated errors
• Model specification tests. A simultaneous approach
• Estimation and testing for functional form and autocorrelation
• Testing linear and loglinear error components regressions against Box-Cox alternatives
• Model Specification Tests Based on Artificial Linear Regressions
• Testing Linear and Log-Linear Regressions for Functional Form
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

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