SIMPLE TEST FOR SERIAL CORRELATION IN REGRESSION-ANALYSIS

被引：40

作者：

PHILLIPS, GD ^{[1
]}

HARVEY, AC ^{[1
]}

机构：

[1] UNIV KENT,DEPT QUANT SOCIAL SCI,CANTERBURY,ENGLAND

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1974年 / 69卷 / 348期

关键词：

D O I：

10.2307/2286166

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：935 / 939

页数：5

共 17 条

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[8] TESTING SINGLE-EQUATION LEAST SQUARES REGRESSION MODELS FOR AUTOCORRELATED DISTURBANCES [J].

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[9] ON POWER OF BLUS PROCEDURE [J].

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[10]

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