Robust autocorrelation testing in multiple linear regression

• Main Authors: Ann L.H., Midi H.
• Other Authors: 55015943700
• Format: Article
• Published: 2023
• Subjects: Autocorrelation; High Leverage Points; Robust Breusch-Godfrey Test

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...