CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES-Reference-Cited by-同舟云学术

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CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES

Published:1985-04 Issue:1 Volume:27 Page:68-83
ISSN:0004-9581
Container-title:Australian Journal of Statistics
language:en
Short-container-title:

Author:

Evans Merran A.,King Maxwell L.

Publisher

Wiley

Subject

Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-842X.1985.tb00549.x/fullpdf

Reference21 articles.

1. A new test for autocorrelated errors in the linear regression model;Berenblut;J. R. Statist. Soc. B,1973

2. Blattberg , R. C. 1971 Testing for serial correlation in regression models

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

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

5. Testing for serial correlation in least squares regression III;Durbin;Biometrika,1971

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3. Pooling Time-Series of Cross-Section Data;Classroom Companion: Economics;2012-02-24

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