Pages that link to "Item:Q4179698"

The following pages link to An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model (Q4179698):

Displaying 14 items.

• Unilateral conformance proportions in balanced and unbalanced normal random effects models (Q486177) (← links)
• A family of unbiased confidence intervals for a ratio of variance components (Q826715) (← links)
• Measuring the degree of convergence among European business cycles (Q853585) (← links)
• Estimation of covariance components for random-walk regression parameters (Q899839) (← links)
• Testing a null variance ratio in mixed models with zero degrees of freedom for error (Q956977) (← links)
• Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
• A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
• Tests for the order of integration against higher order integration (Q1880276) (← links)
• One-sided tolerance limits for unbalanced one-way random effects models: a generalized Mee and Owen procedure (Q3615038) (← links)
• AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
• THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK (Q4563789) (← links)
• The generalized fluctuation test: A unifying view (Q4853092) (← links)
• On the Transmission Mechanism of Monetary Policy (Q5013734) (← links)
• (Q5077814) (← links)