On testing for serial correlation in large numbers of small samples

DOI10.1093/BIOMET/75.1.145MaRDI QIDQ3769791zbMATH OpenOpenAlexFDO

Authors Patricia J. Solomon, D. R. Cox

Publication date 1988

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b4fa9dd84bc8448ab5a122c90b36a2422e04b82c

zbMATH Keywords

analysis of variabilityasymptotic relative efficiencylarge numbers of small samplesnormal theorypanel datapulse ratesquadratic formsamples of size threestationary first-order autoregressive processtesting for serial correlation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations
• A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions
• A small-sample correction for testing for joint serial correlation with artificial regressions
• Testing serial correlation in linear measurement error models
• Estimating Serial Correlation by Visual Inspection of Diagnostic Plots

Cited in

(17)

• A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions
• Detecting outlying series in sets of short time series
• Simple detection of outlying short time series
• Testing serial correlations in high-dimensional time series via extreme value theory
• The effect of serial correlation on tests for parameter change at unknown time
• Minimum message length analysis of multiple short time series
• Analysis of variability with large numbers of small samples
• Applied regression analysis bibliography update 1988-89
• A Note on Testing for Serial Correlation in Large Number of Small Samples Using Tail Probability Approximations
• scientific article; zbMATH DE number 4139169 (Why is no real title available?)
• Testing regression models based on sample survey data
• APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
• Saddlepoint approximation methods for testing of serial correlation in panel time series data
• Testing for serial correlation in fixed-effects panel data models
• A small-sample correction for testing for joint serial correlation with artificial regressions
• Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
• The empirical saddlepoint method applied to testing for serial correlation in panel time series data

This page was built for publication: On testing for serial correlation in large numbers of small samples

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3769791)