The Problem of Autocorrelation in Regression Analysis
Data up to Jan 2025
Total Citations Per Year
Abstract
References (69)
TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
1951 • 3,595 citations
Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-Series
1926 • 1,191 citations
Distribution of the Ratio of the Mean Square Successive Difference to the Variance
1941 • 905 citations
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1936 • 840 citations
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1946 • 819 citations
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1943 • 782 citations
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1949 • 764 citations
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1947 • 757 citations
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1955 • 705 citations
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1939 • 597 citations
The Mean Square Successive Difference
1941 • 509 citations
Statistical Inference in Dynamic Economic Models
1950 • 480 citations
Distribution of the Serial Correlation Coefficient
1942 • 456 citations
Some Consequences When the Assumptions for the Analysis of Variance are not Satisfied
1947 • 397 citations
A test for the serial independence of residuals
1950 • 368 citations
Hypothesis Testing in Time Series Analysis.
1951 • 356 citations
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1943 • 352 citations
Approximate tests of correlation in time-series 3
1949 • 291 citations
SERIAL CORRELATION IN REGRESSION ANALYSIS. I
1955 • 198 citations
Statistical Inference in Dynamic Economic Models
1951 • 194 citations
Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance
1935 • 184 citations
Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance
1935 • 145 citations
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1948 • 145 citations
A Study of the Autoregressive Nature of the Time Series Used for Tinbergen’s Model of the Economic System of the United States, 1919-1932
1948 • 139 citations
On Randomness in Ordered Sequences
1941 • 133 citations
Serial Correlation and Quadratic Forms in Normal Variables
1942 • 116 citations
The Advanced Theory of Statistics.
1947 • 106 citations
The Analysis of Market Demand
1945 • 105 citations
The Use of Econometric Models as a Guide to Economic Policy
1947 • 104 citations
A Large‐Sample Test for the Goodness of Fit of Autoregressive Schemes
1947 • 103 citations
Significance Levels for the Ratio of the Mean Square Successive Difference to the Variance
1942 • 93 citations
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1943 • 90 citations
A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
1947 • 87 citations
Tabulation of the Probabilities for the Ratio of the Mean Square Successive Difference to the Variance
1942 • 84 citations
A Significance Test for Time Series Analysis
1941 • 77 citations
On the Time‐Correlation Problem, with Especial Reference to the Variate‐Difference Correlation Method
1921 • 72 citations
Exact Tests of Serial Correlation using Noncircular Statistics
1951 • 66 citations
A Further Remark Concerning the Distribution of the Ratio of the Mean Square Successive Difference to the Variance
1942 • 65 citations
Further Contributions to the Problem of Serial Correlation
1944 • 63 citations
Distribution of the Circular Serial Correlation Coefficient for Residuals from a Fitted Fourier Series
1950 • 59 citations
SOME THEOREMS ON TIME SERIES. I
1947 • 57 citations
Most Powerful Tests of Composite Hypotheses. I. Normal Distributions
1948 • 56 citations
A Sampling Study of the Merits of Auto-Regressive and Reduced form Transformations in Regression Analysis
1949 • 56 citations
Sampling Theory Applied to Autoregressive Sequences
1948 • 49 citations
Extensions of Quenouille’s Test for Autoregressive Schemes
1950 • 47 citations
Distribution of the Serial Correlation Coefficient in a Circularly Correlated Universe
1947 • 44 citations
TESTING THE SIGNIFICANCE OF CORRELATION BETWEEN TIME SERIES
1948 • 43 citations
Most Powerful Tests of Composite Hypotheses. I. Normal Distributions
2011 • 40 citations
Moments of the Ratio of the Mean Square Successive Difference to the Mean Square Difference in Samples From a Normal Universe
1941 • 40 citations
A Large-Sample Test for Moving Averages
1949 • 37 citations
ON AUTOREGRESSIVE TIME SERIES
1944 • 35 citations
The Joint Distribution of Serial Correlation Coefficients
1949 • 35 citations
Cricket Scores and Some Skew Correlation Distributions: (An Arithmetical Study)
1945 • 33 citations
The Periodogram of American Business Activity
1934 • 31 citations
Note on a Generalization of the Large Sample Goodness of Fit Test for Linear Autoregressive Schemes
1950 • 29 citations
Note on the Distribution of the Serial Correlation Coefficient
1945 • 22 citations
Review of the international statistical institute
1970 • 21 citations
A Significance Test for Time Series Analysis
1941 • 20 citations
On the Distribution of the Serial Correlation Coefficient
1945 • 20 citations
Time Series Significance Tests Based on Signs of Differences
1943 • 20 citations
SOME RESULTS IN THE TESTING OF SERIAL CORRELATION COEFFICIENTS
1948 • 17 citations
On Optimum Tests of Composite Hypotheses with One Constraint
1947 • 16 citations
On the Asymptotic Distributions of Certain Statistics Used in Testing the Independence Between Successive Observations from a Normal Population
1946 • 15 citations
Some Instruments for the Analysis of Time Series and Their Application to Textile Research
1946 • 15 citations
On Optimum Tests of Composite Hypotheses With one Constraint
2011 • 13 citations
A method of estimating the parameters of an autoregressive time-series
1950 • 11 citations
Random Processes in Problems of Air Warfare
1946 • 9 citations
Serial correlation in the analysis of time series
1941 • 3 citations