The performance of robust modification of Breusch-Godfrey test in the presence of outliers

Autocorrelation problem causes unduly effects on the variance of Ordinary Least Squares (OLS) estimates. Hence, it is very essential to detect the autocorrelation problem so that appropriate remedial measures can be taken. The Breusch-Godfrey (BG) test is the most popular and commonly used test for...

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Bibliographic Details
Main Authors: Lim, Hock Ann, Midi, Habshah
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2014
Online Access:http://psasir.upm.edu.my/id/eprint/40558/1/43.%20The%20Performance%20of%20Robust%20Modification%20of%20Breusch-Godfrey.pdf