๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions

โœ Scribed by DAVID A. BELSLEY


Book ID
110265738
Publisher
Springer US
Year
1997
Tongue
English
Weight
210 KB
Volume
10
Category
Article
ISSN
1572-9974

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The relative power of zero-padding when
โœ David A. Belsley ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer US ๐ŸŒ English โš– 975 KB

Artificial regression allows a simple and flexible test of serial correlation with many virtues that promote it, in principle, to a position of dominance. But it has a serious small-sample problem: successively truncated lagged residual regressors reduce limited d. of f. twice, simultaneously reduci