Pages that link to "Item:Q3285967"

The following pages link to Testing the Independence of Regression Disturbances (Q3285967):

Displaying 11 items.

• A point optimal test for autoregressive disturbances (Q760995) (← links)
• The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) (← links)
• The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
• On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
• Uncorrelated residuals from linear models (Q1246241) (← links)
• A simple test for stable seasonality (Q1345558) (← links)
• Robustness to nonnormality of regression \(F\)-tests (Q1915446) (← links)
• Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
• On the robustness of an estimator of the mean of the dependent variable in a multiplicative model (Q4045486) (← links)
• Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics (Q5138023) (← links)
• Bootstrap tests for autocorrelation. (Q5958422) (← links)