Pages that link to "Item:Q3217503"
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The following pages link to Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar (Q3217503):
Displayed 23 items.
- Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
- Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices (Q391878) (← links)
- Bartlett-corrected tests for heteroskedastic linear models (Q673560) (← links)
- The classical principles of testing using instrumental variables estimates (Q908645) (← links)
- A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions (Q928852) (← links)
- Random group effects and the precision of regression estimates (Q1089714) (← links)
- Resampling methods for tests in regression models with autocorrelated errors (Q1189335) (← links)
- Mean squared prediction error in the spatial linear model with estimated covariance parameters (Q1206629) (← links)
- Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091) (← links)
- A Bartlett adjustment to the likelihood ratio test for a system of equations (Q1347102) (← links)
- Bartlett's correction and the bootstrap in normal linear regression models (Q1676745) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- On tests for selection of variables and independence under multivariate regression models (Q1819865) (← links)
- On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
- Some risk results for a two-stage pre-test estimator in the case of possible heteroskedasticity (Q2277721) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- On Small Sample Properties of the Wald, LR and LM Tests in a Linear Model with AR(1) Errors (Q4019136) (← links)
- Edgeworth-adjusting test statistics for ar(1) errors (Q4019295) (← links)
- Wald,LM and LR test statistics of linear hypothese in a strutural equation model (Q4355164) (← links)
- Second order asymptotics for score tests in exponential family nonlinear models (Q4365864) (← links)
- Goodness of fit for generalized shrinkage estimation (Q5117971) (← links)
- (Q6125992) (← links)