Het quotiënt van Von Neumann bij regressie-analyse |
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Authors: | J. B. Vermetten J. H. C. Lisman |
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Affiliation: | *Centraal Planbureau, 's-Gravenhage. |
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Abstract: | Some remarks are made concerning the application of the VON NEUMANN ratio in testing the residuals of a regression against serial correlation. Special attention is paid to the fact that in general the VON NEUMANN ratio increases when first differences of the original variables are used. |
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