HYPOTHESIS-TESTING IN REGRESSION-MODELS WITH AR(1) ERRORS AND A LAGGED DEPENDENT VARIABLE - BOOTSTRAPPING AND ARTIFICIAL REGRESSION COMPARED

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作者：

PRESCOTT, D

STENGOS, T

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ECONOMICS LETTERS | 1987年 / 24卷 / 03期

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D O I：

10.1016/0165-1765(87)90123-6

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F [经济];

学科分类号：

02 ;

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页码：237 / 242

页数：6

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[1] ESTIMATING THE COVARIANCE-MATRIX FOR REGRESSION-MODELS WITH AR(1) ERRORS AND LAGGED DEPENDENT-VARIABLES
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[3] BOOTSTRAPPING IN LEAST ABSOLUTE VALUE REGRESSION - AN APPLICATION TO HYPOTHESIS-TESTING
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[4] TRANSFORMING THE DEPENDENT VARIABLE IN REGRESSION-MODELS
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[J]. INTERNATIONAL ECONOMIC REVIEW, 1990, 31 (02) : 315 - 339
[5] TESTING FOR SERIAL-CORRELATION IN REGRESSION-MODELS WITH LAGGED DEPENDENT-VARIABLES
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[J]. REVIEW OF ECONOMICS AND STATISTICS, 1993, 75 (04) : 716 - 721
[6] PARAMETER-ESTIMATION AND HYPOTHESIS-TESTING IN MULTIRESPONSE REGRESSION-MODELS OF INCOMPLETE ROW RANK
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[J]. INDUSTRIAL LABORATORY, 1983, 49 (07): : 728 - 733
[7] ESTIMATION IN REGRESSION-MODELS WITH STATIONARY, DEPENDENT ERRORS
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[J]. COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1981, 10 (24): : 2563 - 2580
[8] Nonstationary regression models with a lagged dependent variable
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[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (07) : 1489 - 1503
[9] ONE APPROACH TO HYPOTHESIS-TESTING IN REGRESSION WITH ERRORS IN INDEPENDENT VARIABLES
AVERBUKH, EA
[J]. INDUSTRIAL LABORATORY, 1988, 54 (07): : 812 - 816
[10] TESTING GOODNESS OF FIT FOR THE DISTRIBUTION OF ERRORS IN REGRESSION-MODELS
PIERCE, DA
KOPECKY, KJ
[J]. BIOMETRIKA, 1979, 66 (01) : 1 - 5

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