scientific article; zbMATH DE number 4131514

MaRDI QIDQ3033183zbMATH OpenFDO

Authors Tomasz Michalski

Publication date 1988

zbMATH Keywords

bordered matriceslinear econometric modeltesting autocorrelation and homoscedasticity

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Applications of statistics to economics (62P20)

Recommendations

• scientific article; zbMATH DE number 3850348
• Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
• scientific article; zbMATH DE number 4020285
• A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
• A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors
• Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis

Cited in

(3)

• scientific article; zbMATH DE number 3850348 (Why is no real title available?)
• scientific article; zbMATH DE number 572143 (Why is no real title available?)
• scientific article; zbMATH DE number 1051702 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3033183)