Testing serial correlation in linear measurement error models

MaRDI QIDQ3500533zbMATH OpenFDO

Authors

Publication date 3 June 2008

zbMATH Keywords

structural model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cited in

(12)

• scientific article; zbMATH DE number 3942852 (Why is no real title available?)
• Testing for serial correlation in hierarchical linear models
• Testing serial correlation in partially linear single-index errors-in-variables models
• Testing serial correlation in single index models
• scientific article; zbMATH DE number 2140707 (Why is no real title available?)
• Estimating Serial Correlation by Visual Inspection of Diagnostic Plots
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
• Testing for serial correlation in linear model with validation data
• Model-free tests for series correlation in multivariate linear regression
• scientific article; zbMATH DE number 1500524 (Why is no real title available?)
• The likelihood function and a test for serial correlation in a disequilibrium market model
• On testing for serial correlation in large numbers of small samples

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