Edgeworth-adjusting test statistics for ar(1) errors

DOI10.1080/03610919108812989MaRDI QIDQ4019295zbMATH OpenOpenAlexFDO

Authors Lonnie Magee

Publication date 16 January 1993

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919108812989

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cites work

• An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• Estimating the autocorrelated error model with trended data
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
• On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
• Optimal Critical Values for Pre-Testing in Regression
• The jackknife and regression with \(AR(1)\) errors
• The properties of some covariance matrix estimators in linear models with AR(1) errors
• Useful invariance results for generalized regression models

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