DURBINS AND SIMS RESIDUALS IN AUTOCORRELATION TESTS

被引：2

作者：

DENT, WT

CASSING, S

机构：

[1] UNIV WISCONSIN,MADISON,WI 53706

[2] UNIV PITTSBURGH,PITTSBURGH,PA 15213

来源：

ECONOMETRICA | 1978年 / 46卷 / 06期

关键词：

D O I：

10.2307/1913841

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1489 / 1492

页数：4

共 17 条

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[3]

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[4]

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

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WATSON, GS .

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[7]

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

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

HANNAN, EJ .

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[9]

HILDRETH CG, 1974, EC EC THEORY ESSAYS

[10]

HILDRETH CG, 1960, RM5728PR RAND CORP M

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