Pages that link to "Item:Q1140952"
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The following pages link to On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952):
Displayed 7 items.
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952) (← links)
- The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) (← links)
- Robustness to nonnormality of the Durbin-Watson test for autocorrelation (Q1801413) (← links)
- Ratio tests of a unit root (Q4541678) (← links)
- Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)