Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862): Difference between revisions

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+Testing linear and loglinear error components regressions against Box-Cox alternatives
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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Model specification tests. A simultaneous approach
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+Q5538617
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+Model Specification Tests Based on Artificial Linear Regressions
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+Q4802629
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+Testing Linear and Log-Linear Regressions for Functional Form
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+Estimation and testing for functional form and autocorrelation
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+Testing linear and log-linear regressions with autocorrelated errors
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