Pages that link to "Item:Q1172359"

The following pages link to Testing for autoregressive against moving average errors in the linear regression model (Q1172359):

Displaying 8 items.

• A new approximate point optimal test of a composite null hypothesis (Q269396) (← links)
• Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
• Joint one-sided tests of linear regression coefficients (Q1089716) (← links)
• Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
• An improved selection test between autoregressive and moving average disturbances in regression models (Q1695671) (← links)
• Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
• Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)