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correcting with generalized least squares, 477-484 definition, 442-443 detection of in autoregressive models,

579-581 Breusch-Godfrey test, 471,

472-474 Durbin-Watson d test, 467-472 graphical method, 462-465 runs/Geary test, 465-467 von Neumann ratio test, 491-492 dummy variables in, 322,

487-488 GARCH model, 488 lack of, between disturbances, 70-71

nature of problem, 442-449

Newey-West method of correcting OLS errors, 484-485 pure, 475

reasons for tests of, 474-475 remedial measures for, 475 spatial, 441

wages-productivity example, 460-462 Autocorrelation coefficient, statistical significance of, 812-813 Autocorrelation error terms, forecasting with, 485-487 Autocorrelation function, 808-812, 841-845

Autoregression, 447; see also Vector autoregression Autoregression and moving average process, 839, 844 Autoregression models, 468, 534-535, 562 definition, 656 detecting autocorrelation,

579-581 estimation of, 676-678 Autoregressive conditional heteroscedasticity, 488, 835, 856-862

Autoregressive integrated moving average models, 837, 839-840, 844-845 estimating, 845-846 Autoregressive modeling, 838-839 Autoregressive moving average, 835 Autovariance, coefficient of, 450 Auxiliary regressions, 361

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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