The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated (Q1194714)
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scientific article; zbMATH DE number 68416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated |
scientific article; zbMATH DE number 68416 |
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The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated (English)
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5 October 1992
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AR(1) errors
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misspecification
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