Generalized variance-ratio tests for serial correlation in multivariate regression models

DOI10.1016/0304-4076(78)90089-1MaRDI QIDQ1253516zbMATH OpenOpenAlexFDO

Authors Jerzy Szroeter

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)90089-1

zbMATH Keywords

Exact TestsMultivariate Generalizations of F-DistributionMultivariate Linear Regression ModelsRotterdam Model of Consumer DemandSerial Autocorrelation

Mathematics Subject Classification ID

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

Cites work

• Exact distributions of Wilks's likelihood ratio criterion
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3537417 (Why is no real title available?)
• scientific article; zbMATH DE number 3357848 (Why is no real title available?)
• On the exact distribution of Wilks's criterion
• Some results on the distribution of Wilks's likelihood-ratio criterion
• Testing for Fourth Order Autocorrelation in Quarterly Regression Equations

This page was built for publication: Generalized variance-ratio tests for serial correlation in multivariate regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1253516)