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
| Year of publication: |
1975
|
|---|---|
| Authors: | Spencer, Byron G. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 3.1975, 3, p. 249-254
|
| Publisher: |
Elsevier |