CONFLICT AMONG TESTING PROCEDURES IN A LINEAR-REGRESSION MODEL WITH AUTOREGRESSIVE DISTURBANCES

被引：35

作者：

SAVIN, NE ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA

来源：

ECONOMETRICA | 1976年 / 44卷 / 06期

关键词：

D O I：

10.2307/1914262

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1303 / 1315

页数：13

共 50 条

[1] TESTING MOVING AVERAGE AGAINST AUTOREGRESSIVE DISTURBANCES IN THE LINEAR-REGRESSION MODEL
SILVAPULLE, P
KING, ML
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1991, 9 (03) : 329 - 335
[2] CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL
BERNDT, ER
SAVIN, NE
ECONOMETRICA, 1977, 45 (05) : 1263 - 1277
[3] TESTING FOR AUTOREGRESSIVE AGAINST MOVING AVERAGE ERRORS IN THE LINEAR-REGRESSION MODEL
KING, ML
JOURNAL OF ECONOMETRICS, 1983, 21 (01) : 35 - 51
[4] RANK PROCEDURES FOR TESTING SUBHYPOTHESES IN LINEAR-REGRESSION
CHIANG, CY
PURI, ML
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1984, 36 (01) : 35 - 50
[5] TESTING LINEAR RESTRICTIONS ON COEFFICIENTS IN A LINEAR-REGRESSION MODEL WITH PROXY VARIABLES AND SPHERICALLY SYMMETRICAL DISTURBANCES
OHTANI, K
GILES, J
JOURNAL OF ECONOMETRICS, 1993, 57 (1-3) : 393 - 406
[6] TESTING FOR AR(P) AGAINST IMA(1, Q) DISTURBANCES IN THE LINEAR-REGRESSION MODEL
SILVAPULLE, P
ECONOMICS LETTERS, 1992, 40 (03) : 257 - 261
[7] NONNESTED TESTING FOR AUTOCORRELATION IN THE LINEAR-REGRESSION MODEL
SILVAPULLE, P
KING, ML
JOURNAL OF ECONOMETRICS, 1993, 58 (03) : 295 - 314
[8] A NEW TEST FOR AUTOCORRELATION IN THE DISTURBANCES OF THE DYNAMIC LINEAR-REGRESSION MODEL
INDER, BA
INTERNATIONAL ECONOMIC REVIEW, 1990, 31 (02) : 341 - 354
[9] FURTHER RESULTS ON TESTING AR(1) AGAINST MA(1) DISTURBANCES IN THE LINEAR-REGRESSION MODEL
KING, ML
MCALEER, M
REVIEW OF ECONOMIC STUDIES, 1987, 54 (04): : 649 - 663
[10] TESTING AR(1) AGAINST MA(1) DISTURBANCES IN THE LINEAR-REGRESSION MODEL - AN ALTERNATIVE PROCEDURE
BURKE, SP
GODFREY, LG
TREMAYNE, AR
REVIEW OF ECONOMIC STUDIES, 1990, 57 (01): : 135 - 145

← 1 2 3 4 5 →