Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation

DOI10.1016/S0165-1765(00)00284-6zbMath0963.91072OpenAlexW2121068985WikidataQ126408929 ScholiaQ126408929MaRDI QIDQ1583165

R. Smith

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00284-6

zbMATH Keywords

autocorrelationheteroskedasticitydouble length regressionBox-Cox difference model

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (6)

HAC estimation in a spatial framework ⋮ Functional form and spatial dependence in dynamic panels ⋮ Double-length regression tests for testing functional forms and spatial error dependence ⋮ Generalized LM tests for functional form and heteroscedasticity ⋮ Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances ⋮ Testing for spatial lag and spatial error dependence using double length artificial regressions

Cites Work

• Unnamed Item
• Testing for linear and log-linear regressions with heteroscedasticity
• Double-length regressions for linear and log-linear regressions with AR(1) disturbances

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