An Alternative Derivation of Durbin's h Statistic

DOI10.2307/1913842zbMath0391.62084OpenAlexW2060256907MaRDI QIDQ4172841

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Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913842

zbMATH Keywords

EconometricsLeast Squares RegressionDurbin's StatisticEfficient Score PrincipleLagGed Dependent VariablesSerial Correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Testing for autocorrelation in the presence of lagged dependent variables

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