Pages that link to "Item:Q4178359"
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The following pages link to Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (Q4178359):
Displayed 50 items.
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- The Lagrange multiplier test for autocorrelation in the presence of linear restrictions (Q375061) (← links)
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- Rényi statistics for testing equality of autocorrelation coefficients (Q537378) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Modelling the US, UK and Japanese unemployment rates: fractional integration and structural breaks (Q1023866) (← links)
- A stochastic restricted ridge regression estimator (Q1026359) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
- Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation (Q1173371) (← links)
- A Lagrange multiplier test for GARCH models (Q1184755) (← links)
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
- A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property (Q1341477) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452) (← links)
- Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances (Q1841188) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- The fast iterated bootstrap (Q2227056) (← links)
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
- The relative power of zero-padding when testing for serial correlation using artificial regressions (Q2365312) (← links)
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
- Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
- Reprint of: Generalized autoregressive conditional heteroskedasticity (Q2697962) (← links)
- Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- (Q2971503) (← links)
- Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498) (← links)
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
- ARMA MODELS WITH ARCH ERRORS (Q3341736) (← links)
- Leverages and Influential Observations in a Regression Model with Autocorrelated Errors (Q3462364) (← links)
- TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING (Q3587557) (← links)
- WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← links)
- Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
- Perverse timing or biased coefficients? (Q4683004) (← links)
- Inventory Effects on Daily Returns in Financial Markets (Q4812334) (← links)
- On the test of the volatility proxy model (Q5055216) (← links)
- MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS (Q5076261) (← links)