Model-free tests for series correlation in multivariate linear regression (Q2301085)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-free tests for series correlation in multivariate linear regression |
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Model-free tests for series correlation in multivariate linear regression (English)
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28 February 2020
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Durbin-Watson test
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high-dimensional linear regression
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serial correlation
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ljung-box statistic
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joint CLT
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quadratic form
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