THE INAPPROPRIATE USE OF SERIAL-CORRELATION TESTS IN DYNAMIC LINEAR-MODELS

[1] ANDERSON RG, 1987, UNPUB TESTING RANDOM

[2] ANSLEY CF, 1979, BIOMETRIKA, V66, P547

[3] Box GEP, 1970, J AM STAT ASSOC, V65, P1509, DOI DOI 10.2307/2284333

[4] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[5] TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR-MODELS [J]. AUSTRALIAN ECONOMIC PAPERS, 1978, 17 (31) : 334 - 355

[6] SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION [J]. BIOMETRIKA, 1979, 66 (01) : 153 - 155

[7] SIGNIFICANCE LEVELS OF BOX-PIERCE PORTMANTEAU STATISTIC IN FINITE SAMPLES [J]. BIOMETRIKA, 1977, 64 (03) : 517 - 522

[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 [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &

[1] ANDERSON RG, 1987, UNPUB TESTING RANDOM

[2] ANSLEY CF, 1979, BIOMETRIKA, V66, P547

[3] Box GEP, 1970, J AM STAT ASSOC, V65, P1509, DOI DOI 10.2307/2284333

[4] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[5] TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR-MODELS [J]. AUSTRALIAN ECONOMIC PAPERS, 1978, 17 (31) : 334 - 355

[6] SOME POWER STUDIES OF A PORTMANTEAU TEST OF TIME-SERIES MODEL SPECIFICATION [J]. BIOMETRIKA, 1979, 66 (01) : 153 - 155

[7] SIGNIFICANCE LEVELS OF BOX-PIERCE PORTMANTEAU STATISTIC IN FINITE SAMPLES [J]. BIOMETRIKA, 1977, 64 (03) : 517 - 522

[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 [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &