A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions
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Publication:1366838
DOI10.1023/A:1008654023721zbMath0893.90032OpenAlexW1548868176MaRDI QIDQ1366838
Publication date: 17 September 1997
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008654023721
serial correlationMonte Carlo experimentsDurbin-Watson statisticartificial regressionstest procedurebiased \(t\)-test
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Probabilistic methods, stochastic differential equations (65C99)
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