A Simple Test for Serial Correlation in Regression Analysis
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Publication:4049963
DOI10.2307/2286166zbMATH Open0296.62058OpenAlexW4243171108MaRDI QIDQ4049963FDOQ4049963
Authors: G. D. A. Phillips, Andrew C. Harvey 
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/2286166
Cited In (13)
- A comparison of the power of some tests for heteroskedasticity in the general linear model
- Recursive mean adjustment in time-series inferences
- Empirical process based on the recursive residuals in functional measurement error models
- ARMA model checking with data-driven portmanteau tests
- Finite sample power of linear regression autocorrelation tests
- Linear unbiased approximators of the disturbances in the standard linear model
- Minimax estimation with random coefficients: Theory and application to stock returns
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Recursions for the two-stage least-squares estimators
- Testing for serial correlation in simultaneous equation models. Some further results
- Residuals in tests for adequacy of regression relationships
- Testing for random individual effects using recursive residuals
- Testing for functional misspecification in regression analysis
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