The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
type: Item
instance of: scholarly article
title: The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
zbMATH Open document ID: 0308.62059
DOI: 10.1016/0304-4076(75)90034-2
author: Byron G. Spencer
published in: Journal of Econometrics
publication date: 1975-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3483401
MaRDI profile type: Publication
full work available at URL: 0304-4076(75)90034-2
OpenAlex ID: W1564972282
cites work: TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
cites work: A Note on Serial Correlation Bias in Estimates of Distributed Lags
cites work: Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
cites work: Q4403226
description: scientific article; zbMATH DE number 3483401