Pages that link to "Item:Q4006263"
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The following pages link to Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions (Q4006263):
Displayed 9 items.
- Testing for serial correlation in multivariate regression models (Q1305639) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- An automatic portmanteau test for serial correlation (Q2628840) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models (Q2816431) (← links)
- DISTRIBUTION AND CAPACITY UTILIZATION: CONCEPTUAL ISSUES AND EMPIRICAL EVIDENCE (Q2892596) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- Robust inference on correlation under general heterogeneity (Q6199632) (← links)