Testing for Fourth Order Autocorrelation in Quarterly Regression Equations

DOI10.2307/1912957zbMath0258.62052OpenAlexW1998850697MaRDI QIDQ5674254

Kenneth F. Wallis

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912957

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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