Pages that link to "Item:Q4131493"

The following pages link to The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present (Q4131493):

Displaying 12 items.

• The power of the Durbin-Watson test when the errors are heteroscedastic (Q806901) (← links)
• Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models (Q959403) (← links)
• Diagnostics for skew-normal nonlinear regression models with AR(1) errors (Q961944) (← links)
• Model specification tests. A simultaneous approach (Q1053408) (← links)
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
• Estimation and testing in time-series regression models with heteroscedastic disturbances (Q1836957) (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498) (← links)
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors (Q3155259) (← links)
• Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (Q3474058) (← links)
• Residuals in tests for adequacy of regression relationships (Q4170108) (← links)
• Testing of Homogeneity for Correlation and Variance in Nonlinear Regression Models with DBL(<b><i>p</i></b>, 0, 1) Random Errors (Q4434425) (← links)