On the impact of the tests for serial correlation upon the test of significance for the regression coefficient

DOI10.1016/0304-4076(78)90069-6zbMath0377.62080OpenAlexW2038048261MaRDI QIDQ1246240

Masao Nakamura, Alice O. Nakamura

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90069-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Related Items

Hypothesis testing in the presence of nuisance parameters, Edgeworth-adjusting test statistics for ar(1) errors, Post-\(J\) test inference in non-nested linear regression models, Useful invariance results for generalized regression models, The jackknife and regression with \(AR(1)\) errors, On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification

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