Robust autocorrelation testing in multiple linear regression
It is very essential to detect the autocorrelation problem due to its responsibility for ruining the important properties of Ordinary Least Squares (OLS) estimates. The Breusch-Godfrey test is the most commonly used method for autocorrelation detection. However, not many statistics practitioners awa...
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2023
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|