Pages that link to "Item:Q900085"
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The following pages link to The jackknife and regression with \(AR(1)\) errors (Q900085):
Displaying 8 items.
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
- Resampling methods for tests in regression models with autocorrelated errors (Q1189335) (← links)
- Some improvements for bootstrapping regression estimators under first- order serial correlation (Q1318525) (← links)
- On Small Sample Properties of the Wald, LR and LM Tests in a Linear Model with AR(1) Errors (Q4019136) (← links)
- Edgeworth-adjusting test statistics for ar(1) errors (Q4019295) (← links)
- Resampling a nonlinear regression model in the frequency domain (Q4266848) (← links)
- Bootstrapping time series models (Q4883731) (← links)
