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...

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Bibliographic Details
Main Authors: Ann L.H., Midi H.
Other Authors: 55015943700
Format: Article
Published: 2023
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