Testing autocorrelation in a system perspective testing autocorrelation (Q4935451): Difference between revisions

@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07474939908800351
+Normal rank
@@ Property / OpenAlex ID @@
+W2074408154
@@ Property / OpenAlex ID: W2074408154 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
+Normal rank
@@ Property / cites work @@
+Q4802629
@@ Property / cites work: Q4802629 / rank @@
+Normal rank
@@ Property / cites work @@
+Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
+Normal rank
@@ Property / cites work @@
+Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
+Normal rank
@@ Property / cites work @@
+Misspecification tests and their uses in econometrics
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
+Normal rank
@@ Property / cites work @@
+On the behavior of inconsistent instrumental variable estimators
+Normal rank
@@ Property / cites work @@
+Q5511769
@@ Property / cites work: Q5511769 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact distributions of Wilks's likelihood ratio criterion
+Normal rank
@@ Property / cites work @@
+The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4935451