Computer automation of general-to-specific model selection procedures (Q5940860): Difference between revisions

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+The Statistical Consequences of Preliminary Test Estimators in Regression
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Tests of Equality Between Sets of Coefficients in Two Linear 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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+The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
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+Heteroscedasticity in Models with Lagged Dependent Variables
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+Estimating the dimension of a model
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+Inference in Linear Time Series Models with some Unit Roots
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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