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 considers (i) the robustness of the @t and Durbin-Watson bounds tests for first-order autocorrelation when disturbances in the linear regression model are heteroskedastic and (ii) the ...

This is a preview. Log in through your library . Abstract Two tests for differences in the lag 1 autocorrelation coefficient based on jackknife estimates are proposed. These tests are developed for ...