The following pages link to Maxwell L. King (Q269395):
Displaying 42 items.
- A new approximate point optimal test of a composite null hypothesis (Q269396) (← links)
- (Q375001) (redirect page) (← links)
- A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
- The Durbin-Watson test and cross-sectional data (Q375079) (← links)
- Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE (Q701409) (← links)
- A point optimal test for autoregressive disturbances (Q760995) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Most mean powerful test of a composite null against a composite alternative (Q957283) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation (Q959388) (← links)
- Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
- (Q1043716) (redirect page) (← links)
- Specification testing in nonlinear and nonstationary time series autoregression (Q1043717) (← links)
- Joint one-sided tests of linear regression coefficients (Q1089716) (← links)
- (Q1143097) (redirect page) (← links)
- Robust tests for spherical symmetry and their application to least squares regression (Q1143098) (← links)
- The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) (← links)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data (Q1173368) (← links)
- Fourth-order autocorrelation: Further significance points for the Wallis test (Q1251446) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
- Estimation and testing of regression disturbances based on modified likelihood functions (Q1299432) (← links)
- Small-sample power of tests for inequality restrictions (Q1350852) (← links)
- Modified Wald test for regression disturbances (Q1389540) (← links)
- Modified Wald tests for non-linear restrictions: A cautionary tale (Q1392152) (← links)
- Model selection using AIC in the presence of one-sided information (Q1399268) (← links)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
- Hypothesis testing in the presence of nuisance parameters (Q1918150) (← links)
- Selecting the order of an ARCH model (Q1927498) (← links)
- A Wald-type test of quadratic parametric restrictions (Q1927509) (← links)
- A new test for fourth-order autoregressive disturbances (Q2266339) (← links)
- Deriving tests of the semi-linear regression model using the density function of a maximal invariant (Q2320759) (← links)
- Most mean powerful invariant test for testing two-dimensional parameter spaces (Q2386158) (← links)
- Maximal invariant likelihood based testing of semi-linear models (Q2457769) (← links)
- Smoothing spline based tests for nonlinearity in a partially linear model (Q2495821) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081) (← links)
- The locally unbiased two-sided Durbin-Watson test (Q2640308) (← links)
- Testing for a Serially Correlated Component in Regression Disturbances (Q3036563) (← links)
- LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES (Q3429851) (← links)
- TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES (Q4742173) (← links)
- On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model (Q6064120) (← links)
