Effects of ARMA Errors on the Significance Tests for Regression Coefficients

DOI10.2307/2286863zbMath0337.62044OpenAlexW4230525744MaRDI QIDQ4105122

H. D. Vinod

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2286863

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (5)

Effects of correlated disturbances of some regression problems ⋮ Critical bounds for MA(2) and MA(3) processes ⋮ On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification ⋮ Estimation of a non-invertible moving average process: the case of overdifferencing ⋮ Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

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