Double-length regressions for linear and log-linear regressions with AR(1) disturbances

DOI10.1007/BF02925518MaRDI QIDQ1290862zbMATH OpenFDO

Authors Badi H. Baltagi

Publication date 11 January 2000

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

serial correlationBox-Cox transformationdouble-length regressions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Recommendations

• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation
• Testing linear and log-linear regressions with autocorrelated errors
• Testing linear and loglinear error components regressions against Box-Cox alternatives
• Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors
• Testing for linear and log-linear regressions with heteroscedasticity

Cites work

• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• Estimation and testing for functional form and autocorrelation
• Model Specification Tests Based on Artificial Linear Regressions
• Model specification tests. A simultaneous approach
• Testing Linear and Log-Linear Regressions for Functional Form
• Testing linear and log-linear regressions with autocorrelated errors
• Testing linear and loglinear error components regressions against Box-Cox alternatives

Cited in

(7)

• Double-length regression tests for testing functional forms and spatial error dependence
• DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
• Testing linear and log-linear regressions with autocorrelated errors
• Testing for linear and log-linear regressions with heteroscedasticity
• Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors
• Testing for spatial lag and spatial error dependence using double length artificial regressions
• Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation

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