scientific article; zbMATH DE number 3059918

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Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
Model specification tests. A simultaneous approach
The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
The algebra of hyperboloids of revolution
The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data
Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
The power of four tests of autocorrelation in the linear regression model
Autocorrelated disturbances in the light of specification analysis
On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
Uncorrelated residuals from linear models
On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
On the expectation of a ratio of quadratic forms in normal variables
When does the expectation of a ratio equal the ratio of expectations?
A consistent nonparametric test for serial independence
Testing serial correlation in semiparametric panel data models
The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
Consistency of rank tests against some general alternatives
Moments of the ratio of two dependent quadratic forms
Tumor growth \textit{in vivo} and as multicellular spheroids compared by mathematical models
Deciding between I(1) and I(0)
A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property
The small-sample power of Durbin's \(h\) test revisited
A family of matrices, the discretized Brownian bridge, and distance-based regression
Eigenstructures of spatial design matrices
Data-driven non-Markovian closure models
Modeling trend processes in parametric mortality models
Commemoration of the bicentennial of the publication (1805--1806) of the least squares method by Adrien Marie Legendre
Portmanteau-type tests for unit-root and cointegration
Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Testing for autoregressive disturbances in a time series regression with missing observations
Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances
Detecting a change in the intercept in multiple regression
The significance of testing empirical non-nested models
A simple message for autocorrelation correctors: Don't
Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend
GLS detrending and unit root testing
On the sensitivity of the usual t- and F-tests to covariance misspecification
A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
MIMO frequency domain system identification using matrix-valued orthonormal functions
A simulation and optimisation package for emergency medical services
Rank-based testing for semiparametric VAR models: a measure transportation approach
Third-order inference for autocorrelation in nonlinear regression models
Testing discrete-valued time series for whiteness
Model-free tests for series correlation in multivariate linear regression
Model criticism in latent space
Testing for correlation between traits under directional evolution
Assessing white noise assumption with semi-parametric additive partial linear models
The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
Semiparametric generalized least squares estimation in partially linear regression models with correlated errors
On testing for serial correlation of unknown form using wavelet thresholding
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
Stationary values of the ratio of quadratic forms subject to linear constraints
Regression analysis of data with repeated measurements using the method of successive differences
Straight-line models in star-shaped mixtures
Optimal weighted average power similar tests for the covariance structure in the linear regression model
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
Parameter identifiability and model selection for sigmoid population growth models
Three contributions to robust regression diagnostics
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
Testing for continuous local martingales using the crossing tree
The origin of spatial interaction
Some diagnostic tools in robust econometrics
Time dependent diffusion as a mean field counterpart of Lévy type random walk
Clive W. J. Granger and cointegration
Influence measures in ridge regression when the error terms follow an AR(1) process
Einige Bemerkungen zum Durbin-Watson-Test
Moderate deviations of functional of Markov Processes
WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
A joint test for serial correlation and heteroscedasticity
Bounds of the F-ratio incorporating the ordinary ridge regression estimator
Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
Further results on the h-test of Durbin for stable autoregressive processes
Zero finite-order serial correlation test in a partially linear single-index model
Lack-of-fit tests based on weighted ratio of residuals and variances
Structural inference for linear regression with autocorrelated errors
Residuals in tests for adequacy of regression relationships
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
Discrete distributions based on inter arrival times with application to football data
Testing for residual correlation of any order in the autoregressive process
Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater
Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
Multi-scale tests for serial correlation
Testing serial independence via density-based measures of divergence
The distribution of the maximum of a first order moving average: the continuous case
Factor values measurement and heteroscedasticity by the example of FEE signal identification
ON CONFIDENCE INTERVAL OF A COMMON AUTOCORRELATION COEFFICIENT FOR SEVERAL POPULATIONS IN MULTIVARIATE DATA WHEN THE ERRORS ARE AUTOCORRELATED
DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY
MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
Testing for error correlation in partially functional linear regression models
A pioneering study on discrete cosine transform
A diagnostic for autocorrelation of the disturbances in regression models
Effect of measurement error and autocorrelation on the \(X^-\) chart
A new sampling strategy to reduce the effect of autocorrelation on a control chart
Stabilizing heteroscedasticity for butterfly-distributed residuals by the weighting absolute centered external variable
Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors
Irregularities inX(Y) fromY(X) in linear calibration
Rényi statistics for testing equality of autocorrelation coefficients

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