Testing for a Serially Correlated Component in Regression Disturbances
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Publication:3036563
DOI10.2307/2526375zbMath0524.62119MaRDI QIDQ3036563
Publication date: 1982
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526375
white noise; bias; autoregressive process; locally best invariant; empirical power comparison; regression disturbances; Durbin- Watson test
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