Pages that link to "Item:Q1252690"

The following pages link to On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative (Q1252690):

Displaying 16 items.

• Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk (Q451246) (← links)
• 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)