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...

Ausführliche Beschreibung

Bibliographische Detailangaben
Hauptverfasser: Lim, Hock Ann, Midi, Habshah
Format: Artikel
Sprache:English
Veröffentlicht: Universiti Putra Malaysia Press 2014
Online Zugang:http://psasir.upm.edu.my/id/eprint/40558/1/43.%20The%20Performance%20of%20Robust%20Modification%20of%20Breusch-Godfrey.pdf