TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*
- 1 December 1978
- journal article
- Published by Wiley in Australian Economic Papers
- Vol. 17 (31), 334-355
- https://doi.org/10.1111/j.1467-8454.1978.tb00635.x
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent VariablesEconometrica, 1970
- The Lagrangian Multiplier TestThe Annals of Mathematical Statistics, 1959
- Maximum-Likelihood Estimation of Parameters Subject to RestraintsThe Annals of Mathematical Statistics, 1958