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Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis

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  • Kobayashi, Masahito

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  • Kobayashi, Masahito, 1991. "Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis," Econometrica, Econometric Society, vol. 59(4), pages 1153-1159, July.
    • Handle: RePEc:ecm:emetrp:v:59:y:1991:i:4:p:1153-59
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    Cited by:

    1. William C. Horrace & Ian A. Wright, 2020. "Stationary Points for Parametric Stochastic Frontier Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 516-526, July.
    2. repec:ebl:ecbull:v:3:y:2008:i:5:p:1-7 is not listed on IDEAS
    3. Kobayashi, Masahito, 2009. "Testing for jumps in the stochastic volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2597-2608.
    4. Masahito Kobayashi & Xiuhong Shi, 2005. "Testing for EGARCH Against Stochastic Volatility Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 135-150, January.
    5. Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, AccessEcon, vol. 3(5), pages 1-7.

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