Testing for Autocorrelation with Missing Observations

DOI10.2307/1913645zbMATH Open0373.62054OpenAlexW2041913777MaRDI QIDQ4151046FDOQ4151046

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

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

Cited In (4)

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

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