Pages that link to "Item:Q5750232"
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The following pages link to Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232):
Displaying 9 items.
- Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter (Q806888) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- An improved selection test between autoregressive and moving average disturbances in regression models (Q1695671) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
- Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
