Resampling methods for tests in regression models with autocorrelated errors
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ohtani, Kazuhiro, 1990. "On estimating and testing in a linear regression model with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 44(3), pages 333-346, June.
- Rayner, Robert K, 1990. "Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 251-63, April.
- Kwok, Ben & Veall, Michael R., 1988. "The jackknife and regression with AR(1) errors," Economics Letters, Elsevier, vol. 26(3), pages 247-252.
- Hashimoto, Noriko, 1989. "Small sample properties of modified Prais-Winston estimators in hypothesis testing in a linear model with ar(1) errors," Economics Letters, Elsevier, vol. 29(2), pages 147-152.
- Magee, Lonnie, 1989. "An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors," Econometrica, Econometric Society, vol. 57(3), pages 661-74, May.
- Maeshiro, Asatoshi, 1979. "On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 259-65, February.
- Maddala, G S & Rao, A S, 1973. "Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors," Econometrica, Econometric Society, vol. 41(4), pages 761-74, July.
- Rayner, Robert K., 1990. "Bootstrap tests for generalized least squares regression models," Economics Letters, Elsevier, vol. 34(3), pages 261-265, November.
- Rothenberg, Thomas J, 1988. "Approximate Power Functions for Some Robust Tests of Regression Coefficients," Econometrica, Econometric Society, vol. 56(5), pages 997-1019, September.
- Rothernberg, Thomas J, 1984. "Hypothesis Testing in Linear Models When the Error Covariance Matrix Is Nonscalar," Econometrica, Econometric Society, vol. 52(4), pages 827-42, July.
- Park, Rolla Edward & Mitchell, Bridger M., 1980. "Estimating the autocorrelated error model with trended data," Journal of Econometrics, Elsevier, vol. 13(2), pages 185-201, June.
- Rothenberg, Thomas J, 1984. "Approximate Normality of Generalized Least Squares Estimates," Econometrica, Econometric Society, vol. 52(4), pages 811-25, July.
- Veall, Michael R., 1986. "Bootstrapping regression estimators under first-order serial correlation," Economics Letters, Elsevier, vol. 21(1), pages 41-44.
When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:36:y:1991:i:3:p:281-284. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.