Testing autocorrelation in a system perspective testing autocorrelation
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Publication:4935451
DOI10.1080/07474939908800351zbMath1072.62631OpenAlexW2074408154MaRDI QIDQ4935451
David L. Edgerton, Ghazi Shukur
Publication date: 1999
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939908800351
Related Items (9)
Residual autocorrelation testing for vector error correction models ⋮ The effect of fat-tailed error terms on the properties of systemwise RESET test ⋮ Testing for multivariate heteroscedasticity ⋮ Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments? ⋮ Wild bootstrap tests for autocorrelation in vector autoregressive models ⋮ A cointegration analysis of crime, economic activity, and police performance in São Paulo city ⋮ Rényi statistics for testing equality of autocorrelation coefficients ⋮ Testing for Panel Unit Roots under General Cross-sectional Dependence ⋮ The robustness of the systemwise breusch-godfrey autocorrelation test for non-normal distributed error terms
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