On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2000721611 / rank
 
Normal rank
Property / cites work
 
Property / cites work: New Estimators of Disturbances in Regression Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a new test for autocorrelation in least squares regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: On typical characteristics of economic time series and the relative qualities of five autocorrelation tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The power of four tests of autocorrelation in the linear regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on Exact Tests for Serial Correlation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5626055 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 04:17, 13 June 2024

scientific article
Language Label Description Also known as
English
On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
scientific article

    Statements

    On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (English)
    0 references
    0 references
    0 references
    0 references
    1978
    0 references
    economic time series
    0 references
    autocorrelation tests
    0 references
    linear model
    0 references
    power calculations
    0 references

    Identifiers