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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010161366
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Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests
Sriananthakumar, Sivagowry - In: Economic modelling 49 (2015), pp. 387-394
Persistent link: https://www.econbiz.de/10011439597
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A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information
Atukorala, Ranjani; Sriananthakumar, Sivagowry - In: Economic modelling 45 (2015), pp. 169-174
Persistent link: https://www.econbiz.de/10011334130