Aligned Rank Tests for Linear Models with Autocorrelated Error Terms

• 1 August 1994
• journal article
• Published by Elsevier in Journal of Multivariate Analysis
• Vol. 50  (2) , 175-237
• https://doi.org/10.1006/jmva.1994.1040

Abstract

Keywords

• TYPE THEORY
• ASYMPTOTIC DISTRIBUTION
• HEAVY TAILED DISTRIBUTION
• ECONOMIC MODEL
• LINEAR MODEL
• NUISANCE PARAMETER
• LINEAR REGRESSION
• LOCAL ASYMPTOTIC NORMALITY
• TIME SERIES ANALYSIS
• GENERAL LINEAR MODEL

All Related Versions

• Version 1, RePEc (Unconfirmed version)