Resampling methods for tests in regression models with autocorrelated errors (Q1189335): Difference between revisions

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+Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
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+Q3959963
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+Theoretical comparison of bootstrap confidence intervals
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+Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors
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+The jackknife and regression with \(AR(1)\) errors
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+Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
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+On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models
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+An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors
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+Estimating the autocorrelated error model with trended data
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+Bartlett's correction and the bootstrap in normal linear regression models
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+Bootstrap tests for generalized least squares regression models
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+Approximate Normality of Generalized Least Squares Estimates
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+Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
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+Approximate Power Functions for Some Robust Tests of Regression Coefficients
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