Testing for autoregressive disturbances in a time series regression with missing observations
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Cites work
- scientific article; zbMATH DE number 3942852 (Why is no real title available?)
- scientific article; zbMATH DE number 3549968 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 3892457 (Why is no real title available?)
- scientific article; zbMATH DE number 3059918 (Why is no real title available?)
- A point optimal test for autoregressive disturbances
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
- Locally optimal one-sided tests for multiparameter hypotheses
- Note on the inversion theorem
- Numerical inversion of a characteristic function
- Robust tests for spherical symmetry and their application to least squares regression
- SERIAL CORRELATION IN REGRESSION ANALYSIS. I
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
- Testing for Autocorrelation with Missing Observations
- The QR algorithm for band symmetric matrices
- The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
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