The following pages link to (Q4207502):
Displaying 14 items.
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- The power of the Durbin-Watson test when the errors are heteroscedastic (Q806901) (← links)
- Asymptotic distribution of Durbin-Watson statistic (Q899983) (← links)
- Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
- Small-sample power of tests for inequality restrictions (Q1350852) (← links)
- A gradual switching regression model with a flexible transition path (Q1676653) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Hypothesis testing in the presence of nuisance parameters (Q1918150) (← links)
- The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- The locally unbiased two-sided Durbin-Watson test (Q2640308) (← links)
- Improved inference for first-order autocorrelation using likelihood analysis (Q3552836) (← links)
- Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5916138) (← links)
