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