Pages that link to "Item:Q1172359"
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The following pages link to Testing for autoregressive against moving average errors in the linear regression model (Q1172359):
Displaying 12 items.
- A new approximate point optimal test of a composite null hypothesis (Q269396) (← links)
- Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
- Joint one-sided tests of linear regression coefficients (Q1089716) (← 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)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- Infrence for non-negative autoregressive schemes (Q3740861) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- Predictive inference for linear and multivariate linear models with ma(1) error processes (Q4337319) (← links)
- Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)
- On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates (Q5430587) (← links)
