A Note on the Effect of Autocorrelation on Multiple Regression Statistics

DOI10.1111/J.1467-842X.1981.TB00793.XMaRDI QIDQ3940702zbMATH OpenFDO

Authors Peter D. Praetz

Publication date 1981

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

zbMATH Keywords

biasordinary least squaresautocorrelated disturbancesF statistic

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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