Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (Q3974414)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis |
scientific article; zbMATH DE number 11516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis |
scientific article; zbMATH DE number 11516 |
Statements
Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis (English)
0 references
25 June 1992
0 references
test for serial independence
0 references
disturbances of nonlinear regression models
0 references
first-order autoregressive process
0 references
quasi-maximum likelihood estimator of autocorrelation coefficients
0 references
extension of iterated Cochrane-Orcutt estimator
0 references
critical value
0 references
second-order asymptotic distribution
0 references
