![Ljung–Box test / Durbin–Watson statistic / Autocorrelation / Breusch–Godfrey test / Portmanteau test / Stata / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Heteroscedasticity / Statistics / Time series analysis / Statistical tests Ljung–Box test / Durbin–Watson statistic / Autocorrelation / Breusch–Godfrey test / Portmanteau test / Stata / Autoregressive conditional heteroskedasticity / Statistical hypothesis testing / Heteroscedasticity / Statistics / Time series analysis / Statistical tests](https://www.pdfsearch.io/img/30cf1801490b749936baab2a2a3a7f5b.jpg) Date: 2013-07-25 15:13:12Ljung–Box test Durbin–Watson statistic Autocorrelation Breusch–Godfrey test Portmanteau test Stata Autoregressive conditional heteroskedasticity Statistical hypothesis testing Heteroscedasticity Statistics Time series analysis Statistical tests | | A general approach to testing for autocorrelation Christopher F Baum & Mark E Schaffer Boston College/DIW Berlin Heriot–Watt University/CEPR/IZAAdd to Reading ListSource URL: repec.orgDownload Document from Source Website File Size: 191,49 KBShare Document on Facebook
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