scientific article; zbMATH DE number 3362812
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Publication:5636147
zbMATH Open0228.62013MaRDI QIDQ5636147FDOQ5636147
Authors: Jie-Jian Pan 
Publication date: 1968
Title of this publication is not available (Why is that?)
Cited In (8)
- Evaluating the density of ratios of noncentral quadratic forms in normal variables
- Structural change and unit roots
- Nonnested testing for autocorrelation in the linear regression model
- Some robust exact results on sample autocorrelations and tests of randomness
- The power of four tests of autocorrelation in the linear regression model
- The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
- Detecting a change in the intercept in multiple regression
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