Pages that link to "Item:Q760995"
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The following pages link to A point optimal test for autoregressive disturbances (Q760995):
Displaying 23 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)
- Higher order generalisation of first order autoregressive tests (Q3725397) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- The limiting power of point optimal autocorrelation tests (Q4275861) (← links)
- IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969) (← links)
- Ratio tests of a unit root (Q4541678) (← links)
- The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432) (← links)
- On the sensitivity of the restricted least squares estimators to covariance misspecification (Q5433619) (← links)
