Pages that link to "Item:Q1260674"
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The following pages link to Nonnested testing for autocorrelation in the linear regression model (Q1260674):
Displaying 6 items.
- A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
- Most mean powerful invariant test for testing two-dimensional parameter spaces (Q2386158) (← links)
- Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
- Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)
