EXACT TESTS FOR SERIAL CORRELATION

被引：16

作者：

HANNAN, EJ

机构：

来源：

BIOMETRIKA | 1955年 / 42卷 / 1-2期

关键词：

D O I：

10.1093/biomet/42.1-2.133

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：133 / 142

页数：10

共 10 条

[1]

BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

[2] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J].

COCHRANE, D ;

ORCUTT, GH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) :32-61

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

DURBIN, J ;

WATSON, GS .

BIOMETRIKA, 1951, 38 (1-2) :159-178

[4] TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .1. [J].

DURBIN, J ;

WATSON, GS .

BIOMETRIKA, 1950, 37 (3-4) :409-428

[5] A TEST FOR THE SERIAL INDEPENDENCE OF RESIDUALS [J].

MORAN, PAP .

BIOMETRIKA, 1950, 37 (1-2) :178-181

[6]

OGAWARA M, 1951, ANN MATH STAT, V22, P115

[7] SOME EXPERIMENTS IN DEMAND ANALYSIS [J].

Prest, A. R. .

REVIEW OF ECONOMICS AND STATISTICS, 1949, 31 (01) :33-49

[8] ASYMPTOTIC RELATIVE EFFICIENCIES OF DISTRIBUTION-FREE TESTS OF RANDOMNESS AGAINST NORMAL ALTERNATIVES [J].

STUART, A .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1954, 49 (265) :147-157

[9] ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATE OF AN UNKNOWN PARAMETER OF A DISCRETE STOCHASTIC PROCESS [J].

WALD, A .

ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (01) :40-46

[10]

Wold H., 1953, DEMAND ANAL

← 1 →