Pages that link to "Item:Q4935451"

The following pages link to Testing autocorrelation in a system perspective testing autocorrelation (Q4935451):

Displaying 9 items.

• Residual autocorrelation testing for vector error correction models (Q278197) (← links)
• Rényi statistics for testing equality of autocorrelation coefficients (Q537378) (← links)
• Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments? (Q1392156) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
• The effect of fat-tailed error terms on the properties of systemwise RESET test (Q3161669) (← links)
• The robustness of the systemwise breusch-godfrey autocorrelation test for non-normal distributed error terms (Q4490167) (← links)
• Testing for multivariate heteroscedasticity (Q4832415) (← links)
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)