Pages that link to "Item:Q806872"
From MaRDI portal
The following pages link to Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872):
Displayed 17 items.
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
- A complete class of tests when the likelihood is locally asymptotically quadratic. (Q1421313) (← links)
- The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- Asymptotics of tests for a unit root in autoregression (Q1866241) (← links)
- Efficient tests for unit roots with prediction errors (Q1869150) (← links)
- Exact tests for structural change in first-order dynamic models (Q1906287) (← links)
- Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
- Generalized least squares transformation and estimation with autoregressive error (Q2479334) (← links)
- Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107) (← links)
- Constructing Optimal tests on a Lagged dependent variable (Q3505326) (← links)
- WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← 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)
- Finite sample behaviour of the level shift model using quasi-differenced data (Q5438726) (← links)
- Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)