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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


A general approach to testing for autocorrelation Christopher F Baum & Mark E Schaffer Boston College/DIW Berlin Heriot–Watt University/CEPR/IZA
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Document Date: 2013-07-25 15:13:12

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Boston College / Watt University / /

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Christopher F Baum / Mark E Schaffer / /

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