Pages that link to "Item:Q760995"

The following pages link to A point optimal test for autoregressive disturbances (Q760995):

Displaying 17 items.

• A new approximate point optimal test of a composite null hypothesis (Q269396) (← links)
• A joint test for serial correlation and heteroscedasticity (Q375003) (← links)
• Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
• Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
• Joint one-sided tests of linear regression coefficients (Q1089716) (← links)
• Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
• Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← links)
• A Bayesian note on competing correlation structures in the dynamic linear regression model (Q1802080) (← links)
• The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• The locally unbiased two-sided Durbin-Watson test (Q2640308) (← links)
• ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
• Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
• On the sensitivity of the restricted least squares estimators to covariance misspecification (Q5433619) (← links)