Testing for serial correlation in multivariate regression models

Mathematics

• Asymptotic distribution 11%
• Autocovariance 17%
• Conditional Heteroskedasticity 19%
• Disturbance 12%
• Dynamic Systems 13%
• Linear Systems 9%
• Monte Carlo Study 14%
• Multivariate Models 60%
• Multivariate Regression 63%
• Regression 10%
• Regression Model 43%
• Serial Correlation 69%
• Series 7%
• Size Distortion 20%
• Small Sample 12%
• System of equations 11%
• Testing 36%

Business & Economics

• Conditional Heteroskedasticity 18%
• Dynamic Systems 14%
• Lag 23%
• Monte Carlo Study 15%
• Multivariate Regression 60%
• Regression Model 43%
• Serial Correlation 100%
• Size Distortion 17%
• Small Sample 12%
• Testing 43%

Engineering & Materials Science

• Dynamical systems 42%
• Testing 26%