Testing for Autocorrelation with Missing Observations

DOI10.2307/1913645MaRDI QIDQ4151046zbMATH OpenOpenAlexFDO

Authors

Publication date 1978

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913645

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• Estimation and testing for functional form and autocorrelation
• Testing for autoregressive disturbances in a time series regression with missing observations
• Exact maximum likelihood for incomplete data from a correlated gaussian process
• The Durbin-Watson test and cross-sectional data

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