correlation n. 1.[C]相互关系,关联(+between) 2.[U]相关性 serial parallel serial 【计】 串-并-串行 test n.[C] 1.试验 2.化验;化验法;化验剂 3.检验;检验标准 4.测验;考察;小考 5.考验 v.[T] 1.试验;检验;测验(+for/in/on) 2.化验;分析(+for serial contactor 串动接触器 serial...
and Harvey, A.C., 1974, A simple test for serial correlation in regression analysis. Journal of the American Statistical Association, 69, 935-939.PHILLIPS,G. D. A. & HARVEY,A. C. (1974). A simple test for serial correlation in regression analysis. J. Am. Statist. Assoc. 69, 935-...
网络序列相关检定;序列相关检验;序列相关测试 网络释义
Because serial correlation in linear panel-data models biases the standard errors and causes the results to be less efficient, researchers need to identify serial correlation in the idiosyncratic error term in a panel-data model. A new test for serial correlation in random- or fixed-effects one-...
zero finite-order serial correlationThe purpose of this paper is to test the underlying serial correlation in a partially linear single-index model.Under mild conditions,the proposed test statistics are shown to have standard chisquared distribution asymptotically when there is no serial correlation in...
ayou're the greatest expectation of my entire life . 您是我的整个生活的非常期待。 [translate] atime series statistics, regression analysis, multicollinearity test, serial correlation test and heteroscedasticity 时间数列统计、回归分析、multicollinearity测试、连续交互作用测试和heteroscedasticity [translate] ...
I have tried to implement the Wooldridge test (xtoserial) and the results suggest the presence of serial correlation (Results from xtreg and xtserial are provided below). However, I read in Drukker (2003, p.168) that this test "is found to have good size and power properties with samples...
The saddlepoint method is used to approximate the tail probabilities of the lag one serial correlation coefficient ±, of a zero mean, first-order auto-regressive process, for both large and small numbers of small samples, and to test for serial correlation in a first-order non-zero mean proc...
However, their test is computationally difficult to implement, and simulation studies show the test to have bad small-sample properties. We extend Gencay's (2011) time series test for serial correlation to the panel data case in the framework proposed by Hong and Kao (2004). Our new test ...
DW是在多元回归模型里用来检测serial correlation的,所以在AR模型里是不能用的。 但是Q22这道题,无论是linear trend还是log-linear model,本质都是多元回归模型,只是数据是时间序列数据而已。所以这个时候检测serial correlation用的还是DW。 添加评论 0 0 1...