"Email: A Note on Hypothesis Tests after Correction for Autocorrelation: Solace for th . . ." by Terry E. Dielman
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Abstract

The behavior of the t test in small samples for coefficient significance in time-series regressions is examined after using the Prais-Winsten (PW) and Cochrane-Orcutt (CO) corrections for autocorrelation. Results are compared to ordinary least squares and generalized least squares.

DOI

10.22237/jmasm/1241136480

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