Testing for serial correlation in multivariate least absolute deviations regression

被引：0

作者：

Salem, Abd El-Nasser M. ^{[1
]}

机构：

[1] Tanta Univ, Fac Sci, Dept Math, Tanta, Egypt

来源：

INFORMATION-AN INTERNATIONAL INTERDISCIPLINARY JOURNAL | 2007年 / 10卷 / 06期

关键词：

D O I：

暂无

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper we discuss the test for correct specification of the disturbances mainly because of their ability also to detect irregularities in the regressor specification. According to that we will use a new test: absolute Durbin-Watson test with the familiar bound that depends on the significance level a and the regressor matrix X. The least absolute deviation regression with multivariate response is considered.

引用

页码：777 / 780

页数：4

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