The following pages link to (Q5799101):
Displayed 50 items.
- 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)
- 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)
- 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)
- The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
- A family of matrices, the discretized Brownian bridge, and distance-based regression (Q1369290) (← links)
- Eigenstructures of spatial design matrices (Q1599076) (← links)
- Robustness to nonnormality of the Durbin-Watson test for autocorrelation (Q1801413) (← links)
- Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Detecting a change in the intercept in multiple regression (Q1892116) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend (Q1906801) (← links)
- On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
- The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review (Q2382853) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated (Q2485544) (← links)
- Stationary values of the ratio of quadratic forms subject to linear constraints (Q2542666) (← links)
- Regression analysis of data with repeated measurements using the method of successive differences (Q2563664) (← links)
- Straight-line models in star-shaped mixtures (Q2564976) (← links)
- Einige Bemerkungen zum Durbin-Watson-Test (Q3214170) (← links)
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
- Structural inference for linear regression with autocorrelated errors (Q4066412) (← links)