Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419): Difference between revisions

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+IMSL Numerical Libraries
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+Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
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+Numerical inversion of a characteristic function
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+Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
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+TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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+Note on the inversion theorem
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+Robust tests for spherical symmetry and their application to least squares regression
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+The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
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+A point optimal test for autoregressive disturbances
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+The \(QR\) algorithm for band symmetric matrices
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+Testing for Autocorrelation with Missing Observations
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+AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
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+SERIAL CORRELATION IN REGRESSION ANALYSIS. I
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