Fourth-order autocorrelation: Further significance points for the Wallis test

DOI10.1016/0304-4076(78)90034-9zbMath0391.62089OpenAlexW1515771925MaRDI QIDQ1251446

Maxwell L. King, David E. A. Giles

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)90034-9

zbMATH Keywords

EconometricsFourth-Order AutocorrelationSignificance PointsTables of Singificance PointsWallis Test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical tables (62Q05)

Related Items (2)

A new test for fourth-order autoregressive disturbances ⋮ The power of the Durbin-Watson test for regressions without an intercept

Cites Work

• Computing the distribution of quadratic forms in normal variables
• Testing for Fourth Order Autocorrelation in Quarterly Regression Equations
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