Pages that link to "Item:Q5623135"
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The following pages link to New Estimators of Disturbances in Regression Analysis (Q5623135):
Displayed 11 items.
- The power of the Durbin-Watson test when the errors are heteroscedastic (Q806901) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952) (← links)
- The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated (Q1194714) (← links)
- Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- Abrahamse and Koerts' `new estimator' of disturbances in regression analysis (Q1237491) (← links)
- Uncorrelated residuals from linear models (Q1246241) (← links)
- Best affine unbiased response decomposition (Q1403416) (← links)
- The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables (Q4386442) (← links)
- A new class of disturbance estimators in the general linear model (Q5674807) (← links)