THE PROBLEM OF AUTOCORRELATION IN REGRESSION ANALYSIS

被引：41

作者：

ANDERSON, RL

机构：

来源：

关键词：

D O I：

10.2307/2281039

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：113 / 129

页数：17

共 71 条

[21] Tabulation of the probabilities for the ratio of the mean square successive difference to the variance
Hart, BI
Von Neumann, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 207 - 214
[22] ON THE ASYMPTOTIC DISTRIBUTIONS OF CERTAIN STATISTICS USED IN TESTING THE INDEPENDENCE BETWEEN SUCCESSIVE OBSERVATIONS FROM A NORMAL POPULATION
HSU, PL
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1946, 17 (03): : 350 - 354
[23] HURWICZ L, 1950, STATISTICAL INFERENC, pCH15
[24] On autoregressive time series
Kendall, MG
[J]. BIOMETRIKA, 1944, 33 : 105 - 122
[25] KENDALL MG, 1948, ADV THEORY STATISTIC
[26] THE USE OF ECONOMETRIC MODELS AS A GUIDE TO ECONOMIC POLICY
Klein, Lawrence R.
[J]. ECONOMETRICA, 1947, 15 (02) : 111 - 151
[27] Serial correlation and quadratic forms in normal variables
Koopmans, T
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1942, 13 : 14 - 33
[28] KOOPMANS TC, 1950, STATISTICAL INFERENC
[29] MOST POWERFUL TESTS OF COMPOSITE HYPOTHESES .1. NORMAL DISTRIBUTIONS
LEHMANN, EL
STEIN, C
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (04): : 495 - 516
[30] ON OPTIMUM TESTS OF COMPOSITE HYPOTHESES WITH ONE CONSTRAINT
LEHMANN, EL
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1947, 18 (04): : 473 - 494