Testing for serial correlation in multivariate regression models (Q1305639): Difference between revisions

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+A new look at the statistical model identification
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+A Bayesian analysis of the minimum AIC procedure
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+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Generalized autoregressive conditional heteroscedasticity
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+Common Persistence in Conditional Variances
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+Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
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+Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
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+Q5612941
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+Large Sample Properties of Generalized Method of Moments Estimators
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+The Multivariate Portmanteau Statistic
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+On a measure of lack of fit in time series models
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Diagnostic tests for multiple time series models
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+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
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+Estimating the dimension of a model
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+Publication:1305639