Pages that link to "Item:Q374917"
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The following pages link to The properties of some covariance matrix estimators in linear models with AR(1) errors (Q374917):
Displayed 8 items.
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- The jackknife and regression with \(AR(1)\) errors (Q900085) (← links)
- Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with \(AR(1)\) errors (Q902630) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← 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)
- Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (Q5862422) (← links)