Estimation and testing for functional form and autocorrelation

DOI10.1016/0304-4076(78)90085-4MaRDI QIDQ1255753zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1978

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(78)90085-4

zbMATH Keywords

EstimationTestAutocorrelationBox Cox ProcedureFirst-Order Autoregressive ProcessFunctional Form

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3537122 (Why is no real title available?)
• scientific article; zbMATH DE number 3428352 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• Efficient Estimation of Distributed Lags with Autocorrelated Errors
• Testing for Autocorrelation with Missing Observations
• Transformation of the Independent Variables

Cited in

(7)

• Model specification tests. A simultaneous approach
• Double-length regressions for linear and log-linear regressions with AR(1) disturbances
• A gradual switching regression model with autocorrelated errors
• OLS or GLS in the presence of specification error? An expected loss approach
• Testing linear and log-linear regressions with autocorrelated errors
• Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors
• Joint estimation and testing for functional form and heteroskedasticity

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