Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

DOI10.2307/1914095zbMath0332.62050MaRDI QIDQ4098518

No author found.

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914095

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62H20: Measures of association (correlation, canonical correlation, etc.)

65C05: Monte Carlo methods

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