Pages that link to "Item:Q4178359"

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)