A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model (Q3203886)

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A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
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    A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model (English)
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    1990
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    testing for first order autoregressive errors
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    lagged dependent variable
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    Monte Carlo study
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    power
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    critical values
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    small-disturbance asymptotics
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