Testing linear and log-linear regressions with autocorrelated errors

DOI10.1016/0165-1765(84)90007-7zbMath1273.62167OpenAlexW1964880355MaRDI QIDQ374913

Yiu Kuen Tse

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90007-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (2)

Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors ⋮ Double-length regressions for linear and log-linear regressions with AR(1) disturbances

Cites Work

• Estimation and testing for functional form and autocorrelation
• Testing Linear and Log-Linear Regressions for Functional Form
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• Unnamed Item

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