On Theil's errors

DOI10.1111/j.1368-423X.2005.00150.xzbMath1085.62074OpenAlexW3125854748MaRDI QIDQ5706717

Ashoke Kumar Sinha, Jan R. Magnus

Publication date: 21 November 2005

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00150.x

zbMATH Keywords

CUSUMrecursive residualspower comparisons

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

Unit root testing based on BLUS residuals ⋮ New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank ⋮ Empirical process based on the recursive residuals in functional measurement error models

Cites Work

• Recursive estimation and time-series analysis. An introduction
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