TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION

DOI10.1093/BIOMET/44.1-2.57MaRDI QIDQ3264567zbMATH OpenOpenAlexFDO

Authors 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

This page was built for publication: TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3264567)