Optimal weighted average power similar tests for the covariance structure in the linear regression model
From MaRDI portal
Publication:261899
DOI10.1016/J.JECONOM.2004.02.010zbMath1334.62108OpenAlexW2075798478MaRDI QIDQ261899
Publication date: 24 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.010
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
- The asymptotic expansion of certain multi-dimensional generalized functions
- Exact tests in single equation autoregressive distributed lag models
- Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
- Tests for two outliers in a linear model
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Serial Correlation and the Fixed Effects Model
- Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
- Efficient Tests for an Autoregressive Unit Root
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
This page was built for publication: Optimal weighted average power similar tests for the covariance structure in the linear regression model
