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 (Q1218703): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/0304-4076(75)90034-2 / rank
 
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Property / OpenAlex ID: W1564972282 / rank
 
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Property / cites work: TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II / rank
 
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Property / cites work: A Note on Serial Correlation Bias in Estimates of Distributed Lags / rank
 
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Property / cites work: Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors / rank
 
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Property / cites work: Q4403226 / rank
 
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Latest revision as of 16:01, 12 June 2024

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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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    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 (English)
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    1975
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