The following pages link to (Q5631939):
Displayed 50 items.
- Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
- A point optimal test for autoregressive disturbances (Q760995) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- The power of the Durbin-Watson test for regressions without an intercept (Q1067739) (← links)
- Probabilistic multidimensional scaling: An anisotropic model for distance judgments (Q1117870) (← links)
- The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators (Q1133267) (← links)
- On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952) (← links)
- The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) (← links)
- Testing for serial correlation in simultaneous equation models. Some further results (Q1164366) (← links)
- Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848) (← links)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data (Q1173368) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- Testing for functional misspecification in regression analysis (Q1238385) (← links)
- Uncorrelated residuals from linear models (Q1246241) (← links)
- Asymptotic properties of a correlation coefficient type statistic connected with the general linear model (Q1247150) (← links)
- Fourth-order autocorrelation: Further significance points for the Wallis test (Q1251446) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- A procedure for assessing vector correlations (Q1260730) (← links)
- Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
- Small-sample power of tests for inequality restrictions (Q1350852) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Least squares in general vector spaces revisited. (Q1421314) (← links)
- The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
- A comparison of the power of some tests for heteroskedasticity in the general linear model (Q1847125) (← links)
- Optimal testing for equicorrelated linear regression models (Q1907861) (← links)
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
- A new test for fourth-order autoregressive disturbances (Q2266339) (← links)
- The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review (Q2382853) (← links)
- The locally unbiased two-sided Durbin-Watson test (Q2640308) (← links)
- (Q2750795) (← links)
- (Q2750823) (← links)
- An approximation to the distribution of the ratio of two general quadratic forms with application (Q3473011) (← links)
- On the power of the durbin-watson test under high autocorrelation (Q3473056) (← links)
- Exact moments of a ratio of two positive quadratic forms in normal variables (Q3658901) (← links)
- Testing the equality of the variances of two linear models (Q3928852) (← links)
- Several forecast models applied to a specific economic time series (Q4067950) (← links)
- Residuals in tests for adequacy of regression relationships (Q4170108) (← links)
- Locally optimal one-sided tests for multiparameter hypotheses (Q4355163) (← links)
- IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969) (← links)
- Exact tests and confidence intervals for ratio of variance components in unbalanced two-and three-stage nested designs (Q4733253) (← links)
- The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432) (← links)
- Testing for block effects and misspecification in regession models based on survey data<sup>*</sup> (Q4864220) (← links)
- Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (Q5467594) (← links)
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (Q5697315) (← links)
- Statistical inference concerning several redundancy indices (Q5949982) (← links)
- Bootstrap tests for autocorrelation. (Q5958422) (← links)