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The Inappropriate use of Serial Correlation Tests in Dynamic Linear Models
Home
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The Inappropriate use of Serial Correlation Tests in Dynamic Linear Models
The Inappropriate use of Serial Correlation Tests in Dynamic Linear Models
HD
Hashem Dezhbakhsh
Hashem Dezhbakhsh
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1 February 1990
journal article
Published by
JSTOR
in
The Review of Economics and Statistics
Vol. 72
(1)
,
126
https://doi.org/10.2307/2109747
Abstract
A survey of several economic journals reveals that very often the Durbin-Watson and the portmanteau (Box-Pierce or Ljung-Box) tests are inappropriately applied ...
Keywords
LEAST FREQUENTLY USED
LINEAR MODEL
SERIAL CORRELATION
DEPENDENT VARIABLE
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Open Access
Cited by 32 articles