The following pages link to (Q3716079):
Displaying 24 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- Limiting power of unit-root tests in time-series regression (Q756339) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Testing a null variance ratio in mixed models with zero degrees of freedom for error (Q956977) (← links)
- Most mean powerful test of a composite null against a composite alternative (Q957283) (← links)
- Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
- Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
- Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
- Testing for random effects in analysis of covariance model (Q1330173) (← links)
- Testing of linearity in a semiparametric regression model (Q1341190) (← links)
- Similar tests for covariance structures in multivariate linear models (Q1776867) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
- Long memory processes and fractional integration in econometrics (Q1922357) (← links)
- Deriving tests of the semi-linear regression model using the density function of a maximal invariant (Q2320759) (← links)
- Smoothing spline based tests for nonlinearity in a partially linear model (Q2495821) (← links)
- ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
- HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)
