Pages that link to "Item:Q1140386"
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The following pages link to Useful invariance results for generalized regression models (Q1140386):
Displayed 19 items.
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
- Problems with the estimation of moving average processes (Q1158913) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091) (← links)
- Misspecified skedastic functions in grouped-data models (Q1389734) (← links)
- Using bootstrap methods to obtain non-normality robust Chow prediction tests. (Q1608849) (← links)
- Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- Testing for normality in linear regression models using regression and scale equivariant estimators (Q2512346) (← links)
- Using least squares to generate forecasts in regressions with serial correlation (Q3552838) (← links)
- Edgeworth-adjusting test statistics for ar(1) errors (Q4019295) (← links)
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL (Q4443970) (← links)
- Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances (Q4518271) (← links)
- Forecasting with serially correlated regression models (Q4826352) (← links)
- Rao's score test in spatial econometrics (Q5943797) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)