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

DOI10.2307/1914095zbMath0332.62050OpenAlexW2042752623MaRDI 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

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)

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