Pages that link to "Item:Q1140952"

The following pages link to On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952):

Displayed 5 items.

• Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) ‎ (← links)
• On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952) ‎ (← links)
• The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) ‎ (← links)
• Robustness to nonnormality of the Durbin-Watson test for autocorrelation (Q1801413) ‎ (← links)
• Ratio tests of a unit root (Q4541678) ‎ (← links)