A Simple Test for Serial Correlation in Regression Analysis

DOI10.2307/2286166MaRDI QIDQ4049963zbMATH OpenOpenAlexFDO

Authors G. D. A. Phillips, Andrew C. Harvey

Publication date 1974

Full work available at URL https://doi.org/10.2307/2286166

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

Cited in

(13)

• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Linear unbiased approximators of the disturbances in the standard linear model
• Testing for serial correlation in simultaneous equation models. Some further results
• Testing for functional misspecification in regression analysis
• Recursions for the two-stage least-squares estimators
• Recursive mean adjustment in time-series inferences
• A comparison of the power of some tests for heteroskedasticity in the general linear model
• Minimax estimation with random coefficients: Theory and application to stock returns
• Empirical process based on the recursive residuals in functional measurement error models
• Residuals in tests for adequacy of regression relationships
• Testing for random individual effects using recursive residuals
• Finite sample power of linear regression autocorrelation tests
• ARMA model checking with data-driven portmanteau tests

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