Testing autocorrelation in a system perspective testing autocorrelation (Q4935451): Difference between revisions

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+Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
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+Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments?
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+Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
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+On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
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+Exact distributions of Wilks's likelihood ratio criterion
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+The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
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