Pages that link to "Item:Q1172359"

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

Displayed 10 items.

• 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)
• 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)
• Infrence for non-negative autoregressive schemes (Q3740861) ‎ (← links)
• AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) ‎ (← links)
• Predictive inference for linear and multivariate linear models with ma(1) error processes (Q4337319) ‎ (← links)
• Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) ‎ (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) ‎ (← links)