Diagnostics for Autocorrelated Regression Models

DOI10.1111/1467-842X.00007zbMath1083.62513MaRDI QIDQ4247984

Soon-Kwi Kim, Richard M. Huggins

Publication date: 26 September 1999

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Related Items (9)

Theory and illustration of regression influence diagnostics ⋮ Diagnostic analysis for a vector autoregressive model under Student^′s t‐distributions ⋮ A score test for detecting extreme values in a vector autoregressive model ⋮ Influence measures in blocked designs of experiments with correlated errors ⋮ A note on influence diagnostics in AR(1) time series models ⋮ Analysis of correlated Birnbaum-Saunders data based on estimating equations ⋮ Influential observations in GARCH models ⋮ Influence diagnostics for linear models with first-order autoregressive elliptical errors ⋮ Influence diagnostics in a vector autoregressive model

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