Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

This article presents estimates of the power of four tests for the independence of the disturbances from linear regression models with two sets of alternative hypotheses-second-order autoregressive ...

Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real ...

This paper develops a test of autocorrelation in the presence of heteroskedasticity of unknown form in the nonlinear regression model. The test statistic is based on the sample autocovariance of the ...