ROBUSTNESS PROPERTY OF TESTS FOR SERIAL-CORRELATION

被引：22

作者：

KARIYA, T ^{[1
]}

机构：

[1] HITOTSUBASHI UNIV,INST ECON RES,TOKYO 186,JAPAN

来源：

关键词：

D O I：

10.1214/aos/1176344005

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1212 / 1220

页数：9

共 17 条

ANDERSON, RL ;

ANDERSON, TW .

ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (01) :59-81

[2] Distribution of the serial correlation coefficient [J].

Anderson, RL .

ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 :1-13

[3]

Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88

[4]

Basu D, 1955, SANKHYA, V15, P377

[5]

DURBIN J, 1971, BIOMETRIKA, V58, P1

[6] TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .2. [J].

DURBIN, J ;

WATSON, GS .

[7]

DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[8]

EATON ML, 1972, MULTIVARIATE STATIST

[9]

JOHNSON NL, 1972, DISTRIBUTIONS STATIS

[10]

Kadiyala K.R., 1970, ECONOMETRICA, V38, P97