Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (Q3974414): Difference between revisions
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Revision as of 00:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis |
scientific article |
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Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (English)
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25 June 1992
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test for serial independence
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disturbances of nonlinear regression models
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first-order autoregressive process
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quasi-maximum likelihood estimator of autocorrelation coefficients
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extension of iterated Cochrane-Orcutt estimator
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critical value
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second-order asymptotic distribution
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