The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.econlet.2006.06.032 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2025158467 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sensitivity of OLS when the variance matrix is (partially) unknown / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5667897 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic / rank
 
Normal rank
Property / cites work
 
Property / cites work: A point optimal test for autoregressive disturbances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4207502 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The power of the Durbin-Watson test for regressions without an intercept / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite sample power of linear regression autocorrelation tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: The limiting power of point optimal autocorrelation tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the power of the durbin-watson test under high autocorrelation / rank
 
Normal rank

Latest revision as of 02:29, 6 July 2024

scientific article
Language Label Description Also known as
English
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
scientific article

    Statements

    Identifiers