serial correlation

It is not clear how much of an issue this is; none of the 1024 elements results had serial correlation.

Mr Smithers shows that this conclusion is empirically false: stock markets exhibit "negative serial correlation" .

Testing for serial correlation has long been a standard practice in applied econometric practice analysis.

In tins paper, we propose a test statistic for testing serial correlation in linear measurement error model.

In this paper, ARCH effects and serial correlation of stock returns are tested.

The positive serial correlation caused by nonsynchronous trading and nonsymmetry of feedback trading are also considered in the model.

Historically, systems have worked because of serial correlation.

Spurious Regression in Panel Data With General Serial correlation--Asymptotic and Finite Sample Properties of the Estimators

The Treatment of Heteroscedasticity and Serial Correlation in Econometric Models

Empirical Likelihood Ratio Test for Serial Correlation in Partial Linear Model

Two-Stage Least Squares With Serial Correlation Correlation

LM test for first-order serial correlation, assuming no random effects

LM Test for random effects, assuming no serial correlation

LM Joint test for random effects and serial correlation

According to the OSTBC-CPM signal, we adopted a detection algorithm called local serial correlation;