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Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003483609
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Spatial autocorrelation: a statistician's reflections
Ord, John Keith - In: Perspectives on spatial data analysis, (pp. 165-180). 2010
Persistent link: https://www.econbiz.de/10003946115
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Topology, dependency tests and estimation bias in network autoregressive models
Farber, Steven; Páez, Antonio; Volz, Erik - In: Progress in spatial analysis : methods and applications, (pp. 29-57). 2010
Persistent link: https://www.econbiz.de/10003927383
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The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai; Yu, Shihti - In: Empirical economics : a journal of the Institute for … 26 (2001) 4, pp. 721-726
Persistent link: https://www.econbiz.de/10001625682
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Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C. (contributor);  … - 2008 - Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
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Partielle und simultane Prüfung auf Autokorrelation und Heteroskedastizität der Störvariablen im linearen Regressionsmodell
Bährens, Henning - 1992
Persistent link: https://www.econbiz.de/10013357762
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On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian; Grundke, Peter - In: The European journal of finance 19 (2013) 1/2, pp. 75-88
Persistent link: https://www.econbiz.de/10009733297
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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - 2004
We consider the finite sample power of various tests against serial correlation in the disturbances of a linear regression when these disturbances follow a stationary long memory process. It emerges that the power depends on the form of the regressor matrix and that, for the Durbin-Watson test...
Persistent link: https://www.econbiz.de/10010516924
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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Using bivariate autoregressive representations in testing exact expectations relations
Lévy, Emile; Nobay, A. Robert - 1987
Persistent link: https://www.econbiz.de/10000766182