Pages that link to "Item:Q4762173"
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The following pages link to Controlling the significance levels of prediction error tests for linear regression models (Q4762173):
Displayed 6 items.
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
- The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods (Q5430507) (← links)