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The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated - MaRDI portal

The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated (Q1194714)

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scientific article; zbMATH DE number 68416
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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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    MA(1) errors
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    misspecification
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