TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS

1 December 1957

journal article
Published by Oxford University Press (OUP) in Biometrika

Vol. 44 (3-4), 370-377
https://doi.org/10.1093/biomet/44.3-4.370

Abstract

J. DURBIN; TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS, Biometrika, Volume 44, Issue 3-4, 1 December 1957, Pages 370–377, ht

Keywords

REGRESSION EQUATIONS
SERIAL CORRELATION
SYSTEMS OF SIMULTANEOUS
CORRELATION IN SYSTEMS
SIMULTANEOUS REGRESSION
STATISTICS
STOCHASTIC SERIES
PROPERTIES
EQUATIONS SUMMARY

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