Pages that link to "Item:Q3925057"
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The following pages link to Testing Linear and Log-Linear Regressions for Functional Form (Q3925057):
Displaying 15 items.
- Small sample properties of alternative forms of the Lagrange multiplier test (Q374828) (← links)
- Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
- Testing for linear and log-linear regressions with heteroscedasticity (Q374967) (← links)
- Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors (Q375132) (← links)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
- Testing linear and loglinear error components regressions against Box-Cox alternatives (Q1380565) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
- Exact testing in multivariate regression (Q4355160) (← links)
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results (Q4678787) (← links)
- A non-nested test of level-differenced versus log-differenced stationary models (Q4853097) (← links)
