Some small sample properties of Durbinʹs tests for serial correlation in regression models containing lagged dependent variables
James L. Kenkel
| Year of publication: |
1974
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| Authors: | Kenkel, James L. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 42.1974, 4, p. 763-769
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| Type of publication: | Article |
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| Notes: | über: Durbin, J. and G. S. Watson: Testing for serial correlation in least-squares regression. I and II. in Biometrika. 37. 1950 and 38. 1951 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002210386