On a new test for autocorrelation in least squares regression

DOI10.1093/biomet/58.1.53zbMath0218.62107OpenAlexW2116680792MaRDI QIDQ5623166

A. P. J. Abrahamse, A. S. Louter

Publication date: 1971

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/272030/files/erasmus023.pdf

Mathematics Subject Classification ID

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

Related Items

On typical characteristics of economic time series and the relative qualities of five autocorrelation tests ⋮ A new class of disturbance estimators in the general linear model ⋮ The power of four tests of autocorrelation in the linear regression model ⋮ Abrahamse and Koerts' `new estimator' of disturbances in regression analysis ⋮ Uncorrelated residuals from linear models ⋮ Linear unbiased approximators of the disturbances in the standard linear model

This page was built for publication: On a new test for autocorrelation in least squares regression