Pages that link to "Item:Q5591985"
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The following pages link to Testing for the Independence of Regression Disturbances (Q5591985):
Displaying 11 items.
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- Uncorrelated residuals from linear models (Q1246241) (← links)
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
- Leverage, influence and residuals in regression models when observations are correlated (Q3135639) (← links)
- Leverages and Influential Observations in a Regression Model with Autocorrelated Errors (Q3462364) (← links)
- On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively (Q3520976) (← links)
- The limiting power of point optimal autocorrelation tests (Q4275861) (← links)
- POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION (Q5187625) (← links)
- A Viable Alternative to Resorting to Statistical Tables (Q5436428) (← links)
