A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions (Q1366838)
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scientific article; zbMATH DE number 1062214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions |
scientific article; zbMATH DE number 1062214 |
Statements
A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions (English)
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17 September 1997
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biased \(t\)-test
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Monte Carlo experiments
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serial correlation
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artificial regressions
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Durbin-Watson statistic
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test procedure
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