TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES

被引:700
作者
DURBIN, J
机构
关键词
D O I
10.2307/1909547
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:410 / &
相关论文
共 15 条
[1]  
BOX GEP, 1967, SPECTRAL ANALYSIS TI
[2]  
BOX GEP, 1968, 154 U WISC DEP STAT
[3]  
Cramer H, 1946, METHODS MATH STAT
[4]   TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS [J].
DURBIN, J .
BIOMETRIKA, 1957, 44 (3-4) :370-377
[6]   TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .2. [J].
DURBIN, J ;
WATSON, GS .
BIOMETRIKA, 1951, 38 (1-2) :159-178
[7]   TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .1. [J].
DURBIN, J ;
WATSON, GS .
BIOMETRIKA, 1950, 37 (3-4) :409-428
[8]  
DURBIN J, 1969, BIOMETRIKA, V56, P1
[9]  
DURBIN J, 1968, JUN C STAT METH EC C
[10]  
KENDALL MG, 1961, ADVANCED THEORY STAT, V2