As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This technical note discusses time-series data. The note explains the concept of a time ...

Various procedures are available to test for the possibility that the disturturbance terms of a linear regression model are autocorrelated in a first order process with a constant autoregressive ...

Jerry G. Thursby, A Test Strategy for Discriminating Between Autocorrelation and Misspecification in Regression Analysis, The Review of Economics and Statistics, Vol. 63, No. 1 (Feb., 1981), pp.