Pages that link to "Item:Q292153"

The following pages link to More efficient estimation under non-normality when higher moments do not depend on the regressors, using residual augmented least squares (Q292153):

Displaying 7 items.

• Residual-augmented IVX predictive regression (Q2116346) (← links)
• More powerful cointegration tests with non-normal errors (Q2687879) (← links)
• RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis (Q2691689) (← links)
• Testing for stationarity with covariates: more powerful tests with non-normal errors (Q2700538) (← links)
• Improved autoregressive forecasts in the presence of non-normal errors (Q5220925) (← links)
• THE ET INTERVIEW: PROFESSOR PETER SCHMIDT (Q6078278) (← links)
• Transformed regression-based long-horizon predictability tests (Q6090579) (← links)