Pages that link to "Item:Q3763433"
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The following pages link to Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model (Q3763433):
Displayed 13 items.
- Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469) (← 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)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- Hypothesis testing in the presence of nuisance parameters (Q1918150) (← links)
- The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
- Testing for AR\((p)\) against IMA\((1,q)\) disturbances in the linear regression model (Q2366937) (← 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)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)