The following pages link to (Q5667897):
Displaying 11 items.
- Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
- A point optimal test for autoregressive disturbances (Q760995) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
- The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
- The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
- GLS detrending and unit root testing (Q1934175) (← links)
- A new test for fourth-order autoregressive disturbances (Q2266339) (← links)
- Generalized least squares transformation and estimation with autoregressive error (Q2479334) (← links)
- Searching Optimal Designs in the Presence of Serially Correlated Errors (Q3798086) (← links)
