A Simple Test for Serial Correlation in Regression Analysis

Keywords

Mathematics, Goldfeld–Quandt test, Statistics, Test (biology), Simple (philosophy)

References

• Tests for Specification Errors in Classical Linear Least‐Squares Regression AnalysisJames B. Ramsey — 1969
• An Inverse Matrix Adjustment Arising in Discriminant AnalysisM. S. Bartlett — 1951
• Independent Stepwise Residuals for Testing HomoscedasticityA. Hedayat, D. S. Robson — 1970
• Computing the distribution of quadratic forms in normal variablesJ. P. Imhof — 1961
• On the theory and application of the general linear modelJ. D. Sargan, J. Koerts, A. P. J. Abrahamse — 1970
• Tabulation of the Probabilities for the Ratio of the Mean Square Successive Difference to the VarianceB. I. Hart, John von Neumann — 1942
• A Comparison between the Power of the Durbin-Watson Test and the Power of the Blus TestA. P. J. Abrahamse, J. Koerts — 1969
• On the Power of the Blus ProcedureJ. Koerts, A. P. J. Abrahamse — 1968
• Testing for Serial Correlation after Least Squares RegressionE. J. Hannan, R. Deane Terrell — 1968
• Testing Single-Equation Least Squares Regression Models for Autocorrelated DisturbancesRichard C. Henshaw — 1966
• Principles of econometricsE. J. Hannan, Henri Theil — 1971
• Testing the Independence of Regression DisturbancesH. Theil, A. L. Nagar — 1961
• Testing the Independence of Regression DisturbancesHenri Theil, A. L. Nagar — 1961
• The Analysis of Disturbances in Regression AnalysisHenri Theil — 1965
• A Simplification of the Blus Procedure for Analyzing Regression DisturbancesHenri Theil — 1968
• Testing Single-Equation Least Squares Regression Models for Autocorrelated DisturbancesRichard C. Henshaw — 1966
• The Analysis of Disturbances in Regression AnalysisH. Theil — 1965

Cited by

• Some aspects of statistical inference in the linear regression modelMaxwell L. King — 1979
• Recursive mixed model estimationWilliam M. Sallas — 1979
• Investigations of model validity using residualsWendell Wayne Ponder — 1982
• A NU test for serial correlation of residuals from one or more regression regimesRay L. Marr, C. P. Quesenberry — 1991
• Ekonometryczne modelowanie procesów gospodarczych : modelowanie ze zmiennymi i losowymi parametramiJozef Zbigniew Dziechciarz — 1993
• Finite Sample Weighting of Recursive Forecast ErrorsChris Brooks, Simon P. Burke, Silvia Stanescu — 2016
• Testing for serial correlation in simultaneous equation models: Some further resultsAndrew Harvey, Garry D.A. Phillips — 1981
• Techniques for Testing the Constancy of Regression Relationships Over TimeR. L. Brown, J. Durbin, Jessica Evans — 1975
• Estimating models of expectations: A simplified sequential approachMohsin S. Khan — 1983
• La productivité naturelle et la réglementation comme déterminants de la valeur du foncier ostréicole: Un modèle de prix hédoniques spatial appliqué au Bassin d'ArcachonGabrielle Lesur-Irichabeau — 2013
• A new graphical tool of outliers detection in regression models based on recursive estimationChristian Paroissin — 2007
• Recursive stability analysis of linear regression relationships: An exploratory methodologyJean‐Marie Dufour — 1982
• Univariate regression models with errors in both axesJordi Riu, F. Xavier Rius — 1995
• EXAMINATION OF REGRESSION RESIDUALSSusan R. Wilson — 1979
• The econometric approach to business-cycle analysis reconsideredJames B. Ramsey, Albert Alexander — 1984
• Recursions for the two-stage least-squares estimatorsGarry D.A. Phillips — 1977
• Maximum likelihood estimation of regression models with autoregressive-moving average disturbancesAndrew Harvey, Garry D.A. Phillips — 1979
• A lagrange multiplier interpretation of disturbance estimators with an application to testing for nonlinearityMichael Harrison, Gary Keogh — 1985
• On the power of the generalized Moran contiguity coefficient in testing for spatial autocorrelation among regression disturbancesCornelis P. A. Bartels, L. Hordijk — 1977
• The Use of Recursive Residuals in Checking Model Fit in Linear RegressionJacqueline S. Galpin, Douglas M. Hawkins — 1984

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