TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION

DOI10.1093/BIOMET/44.1-2.57zbMATH Open0089.36005OpenAlexW2983682027MaRDI QIDQ3264567FDOQ3264567

E. J. Hannan

Publication date: 1957

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/44.1-2.57

zbMATH Keywords

statistics

Cited In (5)

• Bootstrap tests for autocorrelation.
• On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
• Detecting a change in the intercept in multiple regression
• A simple test for stable seasonality
• The polynomial trend model with autocorrelated residuals

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