The following pages link to (Q5636147):
Displaying 8 items.
- Evaluating the density of ratios of noncentral quadratic forms in normal variables (Q961269) (← links)
- Some robust exact results on sample autocorrelations and tests of randomness (Q1074278) (← links)
- The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data (Q1173368) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Detecting a change in the intercept in multiple regression (Q1892116) (← links)
- Structural change and unit roots (Q1909372) (← links)
