New Estimators of Disturbances in Regression Analysis
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Publication:5623135
DOI10.2307/2284850zbMath0218.62074OpenAlexW4247640444MaRDI QIDQ5623135
Publication date: 1971
Full work available at URL: https://doi.org/10.2307/2284850
Related Items (12)
On typical characteristics of economic time series and the relative qualities of five autocorrelation tests ⋮ Distribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errors ⋮ Best affine unbiased response decomposition ⋮ A new class of disturbance estimators in the general linear model ⋮ The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated ⋮ The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables ⋮ Some consequences of using the Chow tests in the context of autocorrelated disturbances ⋮ The power of four tests of autocorrelation in the linear regression model ⋮ Abrahamse and Koerts' `new estimator' of disturbances in regression analysis ⋮ Uncorrelated residuals from linear models ⋮ Linear unbiased approximators of the disturbances in the standard linear model ⋮ The power of the Durbin-Watson test when the errors are heteroscedastic
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