Pages that link to "Item:Q1252690"
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The following pages link to On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative (Q1252690):
Displayed 15 items.
- The power of the Durbin-Watson test for regressions without an intercept (Q1067739) (← links)
- Bayesian regression diagnostics with applications to international consumption and income data (Q1070736) (← links)
- Estimating the error variance in regression after a preliminary test of restrictions on the coefficients (Q1087278) (← links)
- Joint one-sided tests of linear regression coefficients (Q1089716) (← links)
- Estimation of regression coefficients after a preliminary test for homoscedasticity (Q1135593) (← links)
- A note on a Bayesian estimator in an autocorrelated error model (Q1140943) (← links)
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
- Bayes regression with autoregressive errors. A Gibbs sampling approach (Q1260673) (← links)
- Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
- Why are estimates of agricultural supply response so variable? (Q1362048) (← links)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
- Edgeworth-adjusting test statistics for ar(1) errors (Q4019295) (← links)
- Ba yesian predictors for an ar(1) error model (Q4337327) (← links)
- Using a sequence of point optimal tests to select a varying coefficient model (Q4369370) (← links)
