The following pages link to (Q5799101):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- Three contributions to robust regression diagnostics (Q275538) (← links)
- The origin of spatial interaction (Q280287) (← links)
- Influence measures in ridge regression when the error terms follow an AR(1) process (Q311286) (← links)
- Finite-sample power of tests for autocorrelation in models containing lagged dependent variables (Q374905) (← links)
- A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
- Bounds of the F-ratio incorporating the ordinary ridge regression estimator (Q375111) (← links)
- Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
- Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
- Lack-of-fit tests based on weighted ratio of residuals and variances (Q394405) (← links)
- Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater (Q469874) (← links)
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249) (← links)
- Multi-scale tests for serial correlation (Q473345) (← links)
- Testing serial independence via density-based measures of divergence (Q479175) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Rényi statistics for testing equality of autocorrelation coefficients (Q537378) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- A user-knowledge-based variable selection method for limited information maximum likelihood using principal components (Q673734) (← links)
- The exact density of the sum of independent skew normal random variables (Q730509) (← links)
- A variable selection procedure for econometric models (Q760747) (← links)
- A point optimal test for autoregressive disturbances (Q760995) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
- The geometry of statistical efficiency and matrix statistics (Q933894) (← links)
- Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models (Q959403) (← links)
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend (Q1057607) (← links)
- The algebra of hyperboloids of revolution (Q1063662) (← links)
- The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) (← links)
- The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data (Q1173368) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- Autocorrelated disturbances in the light of specification analysis (Q1236400) (← links)
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
- Uncorrelated residuals from linear models (Q1246241) (← links)
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative (Q1252690) (← links)
- On the expectation of a ratio of quadratic forms in normal variables (Q1262655) (← links)
- When does the expectation of a ratio equal the ratio of expectations? (Q1280040) (← links)
- A consistent nonparametric test for serial independence (Q1298443) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
- Consistency of rank tests against some general alternatives (Q1324715) (← links)
- Moments of the ratio of two dependent quadratic forms (Q1332736) (← links)
- Tumor growth \textit{in vivo} and as multicellular spheroids compared by mathematical models (Q1337307) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property (Q1341477) (← links)
