Testing for Relationships Between Time Series

DOI10.2307/2285772MaRDI QIDQ4095735zbMATH OpenOpenAlexFDO

Authors Alice Orcutt Nakamura, Masao Nakamura, Guy H. Orcutt

Publication date 1976

Full work available at URL https://doi.org/10.2307/2285772

Mathematics Subject Classification ID

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

Cited in

(3)

• On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem
• On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
• On Bartlett's test for correlation between time series.

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