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Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
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Modified Wald test for regression disturbances
Laskar, Mizan R. - In: Economics letters 56 (1997) 1, pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
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The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors
King, Maxwell L. - In: Econometric reviews 14 (1995) 4, pp. 487-510
Persistent link: https://www.econbiz.de/10001189077
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Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L. - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10001056666
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Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
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Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L. - In: Econometric reviews 16 (1997) 2, pp. 131-156
Persistent link: https://www.econbiz.de/10001220188