SERIAL-CORRELATION AS A CONVENIENT SIMPLIFICATION, NOT A NUISANCE - COMMENT ON A STUDY OF DEMAND FOR MONEY BY BANK OF ENGLAND

被引：319

作者：

HENDRY, DF ^{[1
]}

MIZON, GE ^{[1
]}

机构：

[1] UNIV SOUTHAMPTON,SOUTHAMPTON SO9 5NH,HAMPSHIRE,ENGLAND

来源：

关键词：

D O I：

10.2307/2232053

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：549 / 563

页数：15

共 38 条

[1] Anderson TW., 1958, INTRO MULTIVARIATE S
[2] ANDERSON TW, 1971, STATISTICAL ANAL TIM
[3] ARTIS M, 1976, MANCHESTER SCH, V43, P147
[4] BOX GEP, 1970, TIME SERIES ANAL FOR
[5] SERIAL-CORRELATION AND A BANK OF ENGLAND STUDY OF DEMAND FOR MONEY - EXERCISE IN MEASUREMENT WITHOUT THEORY
COURAKIS, AS
[J]. ECONOMIC JOURNAL, 1978, 88 (351) : 537 - 548
[6] DAVIDSON JC, UNPUBLISHED
[7] DURBIN J, 1971, BIOMETRIKA, V58, P1
[8] DURBIN J, 1951, BIOMETRIKA, V38, P159, DOI 10.2307/2332325
[9] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409
[10] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES
DURBIN, J
[J]. ECONOMETRICA, 1970, 38 (03) : 410 - &