Pages that link to "Item:Q5674254"

The following pages link to Testing for Fourth Order Autocorrelation in Quarterly Regression Equations (Q5674254):

Displaying 13 items.

• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
• On fitting distributed lag models subject to polynomial restrictions (Q1157661) (← links)
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
• Retail inventory investment behaviour (Q1236970) (← links)
• Fourth-order autocorrelation: Further significance points for the Wallis test (Q1251446) (← links)
• Generalized variance-ratio tests for serial correlation in multivariate regression models (Q1253516) (← links)
• Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
• Small-sample power of tests for inequality restrictions (Q1350852) (← links)
• Eigenstructures of spatial design matrices (Q1599076) (← links)
• The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
• A new test for fourth-order autoregressive disturbances (Q2266339) (← links)
• Most mean powerful invariant test for testing two-dimensional parameter spaces (Q2386158) (← links)
• On consistent testing for serial correlation in seasonal time series models (Q5442061) (← links)