A diagnostic for autocorrelation of the disturbances in regression models

DOI10.1007/BF03178934zbMath1454.62254MaRDI QIDQ5123760

Cinzia Carota

Publication date: 29 September 2020

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

Bayes factorDurbin-Watson statisticBayesian diagnosticsimple regression modelsdisturbance autocorrelation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

Cites Work

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• Diagnostic Measures for Model Criticism
• The Durbin-Watson Test for Serial Correlation when there is no Intercept in the Regression
• Methods of Measuring the Marginal Propensity to Consume
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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