Pages that link to "Item:Q4049963"
From MaRDI portal
The following pages link to A Simple Test for Serial Correlation in Regression Analysis (Q4049963):
Displaying 13 items.
- Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- Testing for serial correlation in simultaneous equation models. Some further results (Q1164366) (← links)
- Testing for functional misspecification in regression analysis (Q1238385) (← links)
- Recursions for the two-stage least-squares estimators (Q1247154) (← links)
- Recursive mean adjustment in time-series inferences (Q1284588) (← links)
- A comparison of the power of some tests for heteroskedasticity in the general linear model (Q1847125) (← links)
- Minimax estimation with random coefficients: Theory and application to stock returns (Q1914889) (← links)
- Empirical process based on the recursive residuals in functional measurement error models (Q3409005) (← links)
- Residuals in tests for adequacy of regression relationships (Q4170108) (← links)
- Testing for random individual effects using recursive residuals (Q4355139) (← links)
- ARMA model checking with data-driven portmanteau tests (Q6596734) (← links)
