A point optimal test for autoregressive disturbances

Author:

King Maxwell L.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference20 articles.

1. A new test for autocorrelated errors in the linear regression model;Berenblut;Journal of the Royal Statistical Society,1973

2. Demand for automobiles in the United States;Chow,1957

3. Algorithm AS155: The distribution of a linear combination of X2 random variables;Davies;Applied Statistics,1980

4. Testing for serial correlation in least squares regression I;Durbin;Biometrika,1950

5. Testing for serial correlation in least squares regression II;Durbin;Biometrika,1951

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