Testing for Relationships Between Time Series

DOI10.2307/2285772zbMATH Open0329.62070OpenAlexW3123607261MaRDI QIDQ4095735FDOQ4095735

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 Bartlett's test for correlation between time series.
• 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

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