Nonnested testing for autocorrelation in the linear regression model
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference29 articles.
1. An algorithm for the exact likelihood of a mixed autoregressive-moving average process;Ansley;Biometrika,1979
2. Useful invariance results for generalized regression models;Breusch;Journal of Econometrics,1980
3. Testing AR(1) against MA(1) disturbances in the linear regression model: An alternative approach;Burke;Review of Economic Studies,1990
4. Comment on towards a theory of point optimal testing;Dastoor;Econometric Reviews,1987
5. Algorithm AS155: The distribution of a linear combination of x2 random variables;Davies;Applied Statistics,1980
Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables;Communications in Statistics - Theory and Methods;2012-10-15
2. Time-varying correlation between stock market returns and real estate returns;Journal of Empirical Finance;2012-09
3. Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models;Communications in Statistics - Theory and Methods;2005-10
4. Most mean powerful invariant test for testing two-dimensional parameter spaces;Journal of Statistical Planning and Inference;2005-10
5. COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY;Communications in Statistics - Theory and Methods;2002-07-31
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3