scientific article; zbMATH DE number 4005394

MaRDI QIDQ3756363zbMATH OpenFDO

Authors Marcella Corduas

Publication date 1987

zbMATH Keywords

first order autocorrelated errorslikelihood ratio testmarginal deviancemarginal likelihoodnuisance parameterspower functionprofile devianceregression modelrestricted likelihoodsimulationsmall sample biastest of serial correlationtime series regressiontrend-like regressor

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Improved inference for first-order autocorrelation using likelihood analysis
• Marginal likelihood and unit roots
• Testing for Serial Correlation Against an ARMA(1, 1,) Process
• scientific article; zbMATH DE number 3921780
• A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions

Cited in

(5)

• Marginal likelihood for parallel series
• Estimation and testing of regression disturbances based on modified likelihood functions
• Improved inference for first-order autocorrelation using likelihood analysis
• scientific article; zbMATH DE number 3921780 (Why is no real title available?)
• The likelihood function and a test for serial correlation in a disequilibrium market model

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 Q3756363)