Durbin Watson Test Explained: Autocorrelation in Regression Analysis

The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.
JD Supra

Use of Statistical Methods to Calculate Federal Income Tax Credits for Technological Research Activities

To claim federal income tax credits for a research project, a taxpayer must prove that the project satisfies each prong of a four-part test. In IRS Field Attorney Advisory 20212501F (June 25, 2021), ...
technologynetworks

The Wilcoxon Signed-Rank Test

The Wilcoxon signed rank test, which is also known as the Wilcoxon signed rank sum test and the Wilcoxon matched pairs test, is a non-parametric statistical test used to compare two dependent samples ...
Investopedia

Chi-Square (χ2) Statistic: What It Is, Examples, How and When to Use the Test

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
JSTOR Daily

On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems

This paper considers the asymptotic distribution of the likelihood ratio statistic T for testing a subset of parameter of interest θ, θ = (γ, η), H₀: γ = γ₀ ...