A Note on Exact Tests for Serial Correlation

DOI10.2307/2285394zbMATH Open0309.62036OpenAlexW4244804956MaRDI QIDQ4067916FDOQ4067916

Authors: Christopher A. Sims 

Publication date: 1975

Full work available at URL: http://purl.umn.edu/54653

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (2)

• Linear unbiased approximators of the disturbances in the standard linear model
• On typical characteristics of economic time series and the relative qualities of five autocorrelation tests

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