Estimation and testing for functional form and autocorrelation

DOI10.1016/0304-4076(78)90085-4zbMath0402.62081OpenAlexW1536379089MaRDI QIDQ1255753

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

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

Related Items

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

Cites Work

• Testing for Autocorrelation with Missing Observations
• Efficient Estimation of Distributed Lags with Autocorrelated Errors
• Transformation of the Independent Variables
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