Pages that link to "Item:Q582781"
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The following pages link to Finite sample power of linear regression autocorrelation tests (Q582781):
Displayed 6 items.
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion (Q707060) (← links)
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
- Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
- The limiting power of point optimal autocorrelation tests (Q4275861) (← links)
- The limiting power of the durbin-watson test (Q4541682) (← links)
- On the sensitivity of the restricted least squares estimators to covariance misspecification (Q5433619) (← links)