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

DOI10.1007/BF02925518zbMATH Open0928.62070MaRDI QIDQ1290862FDOQ1290862

Authors: Badi H. Baltagi 

Publication date: 11 January 2000

Published in: Statistical Papers (Search for Journal in Brave)

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

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Model Specification Tests Based on Artificial Linear Regressions
• Model specification tests. A simultaneous approach
• Estimation and testing for functional form and autocorrelation
• Testing linear and log-linear regressions with autocorrelated errors
• Testing Linear and Log-Linear Regressions for Functional Form
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• Testing linear and loglinear error components regressions against Box-Cox alternatives

Cited In (4)

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

This page was built for publication: Double-length regressions for linear and log-linear regressions with AR(1) disturbances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1290862)