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
Byron G. Spencer
| Year of publication: |
1975
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| Authors: | Spencer, Byron G. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 3.1975, p. 249-254
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| Subject: | Betriebswirtschaftliche Entscheidung | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002853610