Testing for autoregressive against moving average errors in the linear regression model (Q1172359): Difference between revisions

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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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+Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
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+Robust tests for spherical symmetry and their application to least squares regression
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+The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables
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+Error Mis-Specification and Spurious Regressions
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+The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey
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+MOVING‐AVERAGE TRANSFORMATIONS IN CLASSICAL LINEAR MODELS
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+The Estimated Power of Several Tests for Autocorrelation with Non-First- Order Alternatives
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+Some tests of separate families of hypotheses in time series analysis
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