Ameera Najm Obaid

Comparative study of some tests of serial independence and solutions of the inconclusive region of durbin-Watson test in least squares regression models / دراسة مقارنة بعض اختبارات الاستقلال الذاتى وبعض حلول منطقة عدم اليقين لاختبار دربن- واتسون فى نماذج انحدار المربعات الصغرى Ameera Najm Obaid ; Supervised Ghazal A. Amer , Naglaa A. Morad - Cairo : Ameera Najm Obaid , 2013 - 144 Leaves : charts ; 30cm

Thesis (M.Sc.) - Cairo University - Institute of Statistical studies and Researchا - Department of Statistics and Econometrics

The probiem of serial correlation of random errors is one of the problems that affect the statistical analysis of economic data and also affect the efficiency of ordinary least squares such that least squares estimated of the standard errors smallar than the true standard errors, and this will lead to conclusions that estimated parameters are more accurate than it is reality and there are many tests to this problem.



Inconclusive region Monte Carlo simulation Serial independence