On Theil's errors

DOI10.1111/J.1368-423X.2005.00150.XMaRDI QIDQ5706717zbMATH OpenOpenAlexFDO

Authors Jan R. Magnus, Ashoke Kumar Sinha

Publication date 21 November 2005

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1368-423x.2005.00150.x

zbMATH Keywords

CUSUMpower comparisonsrecursive residuals

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

Recommendations

• A Review of the Development and Application of Recursive Residuals in Linear Models
• THE CUSUM TESTS WITH NONPARAMETRIC REGRESSION RESIDUALS
• Unit root testing based on BLUS residuals
• Bootstrapping Regression Models with BLUS Residuals
• The Cusum Test with Ols Residuals

Cites work

• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• Recursive estimation and time-series analysis. An introduction

Cited in

(3)

• Empirical process based on the recursive residuals in functional measurement error models
• Unit root testing based on BLUS residuals
• New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank

This page was built for publication: On Theil's errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5706717)