Testing for Multivariate Autocorrelation

DOI10.1080/02664760410001681693MaRDI QIDQ3591906zbMATH OpenOpenAlexFDO

Authors H. E. T. Holgersson

Publication date 11 September 2007

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2077/24415

zbMATH Keywords

residualsmultivariate analysislinear hypothesisautocorrelation test

Mathematics Subject Classification ID

Statistics (62-XX)

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• The Lagrange multiplier test for autocorrelation in the presence of linear restrictions
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