Edgeworth-adjusting test statistics for ar(1) errors
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Publication:4019295
DOI10.1080/03610919108812989zbMath0850.62655OpenAlexW2077827058MaRDI QIDQ4019295
Publication date: 16 January 1993
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919108812989
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
Cites Work
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- The properties of some covariance matrix estimators in linear models with AR(1) errors
- The jackknife and regression with \(AR(1)\) errors
- Estimating the autocorrelated error model with trended data
- Useful invariance results for generalized regression models
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
- Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
- Optimal Critical Values for Pre-Testing in Regression
- An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors
- Bayesian Analysis of the Regression Model With Autocorrelated Errors
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