Pages that link to "Item:Q4530903"
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The following pages link to Exact Inference Methods for First-Order Autoregressive Distributed Lag Models (Q4530903):
Displayed 14 items.
- Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
- Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Empirical Likelihood for an Autoregressive Model with Explanatory Variables (Q3083804) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← links)
- Bootstrap tests: how many bootstraps? (Q4493473) (← links)