TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS

被引：34

作者：

DURBIN, J

机构：

来源：

BIOMETRIKA | 1957年 / 44卷 / 3-4期

关键词：

D O I：

10.1093/biomet/44.3-4.370

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

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页码：370 / 377

页数：8

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ANDERSON, TW
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[2] THE ASYMPTOTIC PROPERTIES OF ESTIMATES OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS
ANDERSON, TW
RUBIN, H
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[3] TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .2.
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[J]. BIOMETRIKA, 1951, 38 (1-2) : 159 - 178
[4] TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .1.
DURBIN, J
WATSON, GS
[J]. BIOMETRIKA, 1950, 37 (3-4) : 409 - 428
[5] STATISTICAL ANALYSIS OF THE DEMAND FOR FOOD: EXAMPLES OF SIMULTANEOUS ESTIMATION OF STRUCTURAL EQUATIONS
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[J]. ECONOMETRICA, 1947, 15 (02) : 79 - 110
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