Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...
This paper develops a test of autocorrelation in the presence of heteroskedasticity of unknown form in the nonlinear regression model. The test statistic is based on the sample autocovariance of the ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback