POWER OF TESTS FOR AUTOCORRELATION WITH MISSING OBSERVATIONS

被引：5

作者：

RICHARDSON, SM ^{[1
]}

WHITE, KJ ^{[1
]}

机构：

[1] RICE UNIV, HOUSTON, TX 77001 USA

来源：

关键词：

D O I：

10.2307/1910426

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：785 / 788

页数：4

共 8 条

[1]

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[2] TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .2. [J].

DURBIN, J ;

WATSON, GS .

[3]

DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[4]

KOERTS J, 1969, THEORY APPLICATION G

[5]

L'Esperance W.L., 1975, J ECONOMETRICS, V3, P1, DOI [10.1016/0304-4076(75)90062-7, DOI 10.1016/0304-4076(75)90062-7]

[6] TESTING FOR AUTOCORRELATION WITH MISSING OBSERVATIONS [J].

SAVIN, NE ;

WHITE, KJ .

[7] POWER OF DURBIN-WATSON TEST [J].

TILLMAN, JA .

[8]

WARD LL, 1973, THESIS MCGILL U