Pages that link to "Item:Q1371376"

The following pages link to Exact tests in single equation autoregressive distributed lag models (Q1371376):

Displaying 11 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← 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)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
• Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
• BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND (Q3181952) (← links)