A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model (Q3203886)
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scientific article; zbMATH DE number 4180604
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| English | A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model |
scientific article; zbMATH DE number 4180604 |
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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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0.9238588
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0.9110907
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0.9017871
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0.89825803
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0.89746916
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