Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (Q3974414)
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scientific article; zbMATH DE number 11516
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| English | Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis |
scientific article; zbMATH DE number 11516 |
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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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0.82387375831604
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0.8236149549484253
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0.8142621517181396
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0.8131622076034546
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