Pages that link to "Item:Q3470025"
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The following pages link to Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure (Q3470025):
Displaying 9 items.
- Most mean powerful test of a composite null against a composite alternative (Q957283) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- An improved selection test between autoregressive and moving average disturbances in regression models (Q1695671) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
- Testing for ar(1) against ima(1,1) disturbances in the linear regression model (Q4843755) (← links)
- The Variance Profile (Q4916499) (← links)
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
