Pages that link to "Item:Q3365349"

The following pages link to A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM (Q3365349):

Displaying 8 items.

• Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• A comparison of statistical tests for the adequacy of a neural network regression model (Q2873017) (← links)
• SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
• A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← links)
• On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)