Pages that link to "Item:Q4098518"
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The following pages link to Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors (Q4098518):
Displayed 12 items.
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893) (← links)
- The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (Q1145463) (← links)
- Resampling methods for tests in regression models with autocorrelated errors (Q1189335) (← links)
- The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true (Q1218703) (← links)
- Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
- The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
- A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- Estimation in dynamic regression with an integrated process (Q1918130) (← links)
- The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432) (← links)
- Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)