Autocorrelated disturbances in the light of specification analysis

DOI10.1016/0304-4076(77)90041-0zbMath0353.62056OpenAlexW1996536239MaRDI QIDQ1236400

Maitreyi Chaudhuri

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90041-0

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances

Cites Work

• Specification Errors and the Estimation of Economic Relationships
• A Transformation Used to Circumvent the Problem of Autocorrelation
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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