Results 251 to 260 of about 697,316 (297)

Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

Econometrica, 1973
The paper compares the power of two tests for serial correlation in regression models with lagged dependent variables, recently suggested by Durbin, with that of the likelihood ratio test by means of two sets of Monte-Carlo experiments-one in which the exogenous series is taken to be the quarterly GNP series for the USA and the other in which the ...
Maddala, G S, Rao, A S
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Serial Correlation and the Fixed Effects Model

The Review of Economic Studies, 1982
This paper generalizes the Durbin-Watson type statistics to test the OLS residuals from the fixed effects model for serial independence. Also generalized are the tests proposed by Sargan and Bhargava for the hypothesis that the residuals form a random walk. A method for efficient estimation of the parameters is also developed.
Bhargava, A., Franzini, L., Narendranathan, W.   +2 more
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Serial Correlation in a Simple Dam Processs

Operations Research, 1973
This paper deals with a dam model similar to one due to P. A. P. Moran. It assumes that both the inflow and release of water are exponentially distributed random variables and studies the dam during its steady state. It derives the serial correlation in the sequence of water levels and compares it with previous results for a corresponding queuing ...
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An automatic Portmanteau test for serial correlation

Journal of Econometrics, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Escanciano, J. Carlos, Lobato, Ignacio N.   +1 more
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SERIAL CORRELATION IN MULTIREGIONAL MIGRATION MODELS*

Journal of Regional Science, 1990
ABSTRACTIn this paper, we outline the specification and estimation of a time series of multiregional net‐migration equations subject to first‐order serial correlation. We show that the necessary nonstochastic adding‐up constraint, which requires that net migration in the system sum to zero, imposes restrictions on the serial‐correlation coefficients ...
D K, Foot, W J, Milne
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THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS

Biometrika, 1956
Hotelling's suggestion of a 'circular' definition for the serial correlation coefficient was followed by considerable progress in the distribution theory of such modified statistics by R. L. Anderson (1942), Koopmans (1942), Dixon (1944), Madow (1945) and others.
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with Serially Correlated Inflows

Technometrics, 1963
This paper outlines a method of extending Moran's theory of finite reservoirs so as to take account of serial correlation in the sequence of inflows. The technique developed is to assume that the structure of this sequence can be adequately approximated by a Markov chain, and then to work with the bivariate Markov process describing the joint ...
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Heteroscedasticity and serial correlation

1986
There are many situations occurring in practice when the simple structure of random variation assumed in (1.1) does not hold; examples will be given below. Suppose that instead of (1.1) we have $$\left. {{}_{V\left( Y \right)\, = \,V{\sigma ^2},}^{E\left( Y \right)\, = \,a\theta ,}} \right\}$$ (9.1) where V is a known n × n positive definite ...
G. Barrie Wetherill, P. Duncombe, M. Kenward, J. Köllerström, S. R. Paul, B. J. Vowden   +5 more
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Serial correlation of detrended time series

Physical Review E, 2008
A preliminary essential procedure in time series analysis is the separation of the deterministic component from the random one. If the signal is the result of superposing a noise over a deterministic trend, then the first one must estimate and remove the trend from the signal to obtain an estimation of the stationary random component.
Călin, Vamoş, Maria, Crăciun
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Multiple Bi-Serial and Multiple Point Bi-Serial Correlation

Psychometrika, 1947
Normal equations, using data in various forms, are presented for securing the regression weights for prediction of a dichotomized criterion, and a simplified equation for the estimation of the multiple bi-serial or multiple point bi-serial, depending upon the proper assumption as to the nature of the distribution of the criterion, on the basis of these
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