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A note on Szroeter's bounds test
King, Maxwell L. - In: Oxford bulletin of economics and statistics 43 (1981) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10002211200
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A point optimal test for autoregressive disturbances
King, Maxwell L. - In: Journal of econometrics 27 (1985) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10002211214
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Testing for autoregressive against moving average errors in the linear regression model
King, Maxwell L. - In: Annals of applied econometrics (1983) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10002211230
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Testing for a serially correlated component in regression disturbances
King, Maxwell L. - In: International economic review 23 (1982) 3, pp. 577-582
Persistent link: https://www.econbiz.de/10002211236
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Small sample properties of econometric estimators and tests assuming elliptically symmetric disturbances
King, Maxwell L. - 1980
Persistent link: https://www.econbiz.de/10004727483
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Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L. - In: Journal of quantitative economics : journal of the … 2 (1986) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10009927019
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Inflationary expectations in New Zealand : a preliminary study
Hall, V. B.; King, M. L. - 1975
Persistent link: https://www.econbiz.de/10003570523
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Autocorrelation pre-testing in the linear model : estimation, testing and prediction
King, M. L.; Giles, D. E. A. - In: Journal of econometrics 25 (1984) 1/2, pp. 35-48
Persistent link: https://www.econbiz.de/10003559880
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A comparison of some tests for fourth-order autocorrelation
King, M. L.; Giles, D. E. A. - In: Australian economic papers 17 (1978), pp. 323-333
Persistent link: https://www.econbiz.de/10002210995