Pages that link to "Item:Q3680088"

The following pages link to CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES (Q3680088):

Displaying 6 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• A standardized test for the error components model with the two-way layout (Q1182964) (← links)
• Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
• Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
• Robustness to nonnormality of the Durbin-Watson test for autocorrelation (Q1801413) (← links)