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Conflict among testing procedures in a linear regression model with autoregressive disturbances
Savin, N. E. - In: Econometrica : journal of the Econometric Society, an … 44 (1976) 6, pp. 1303-1315
Persistent link: https://www.econbiz.de/10002731763
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The Durbin-Watson test for serial correlation with extreme sample sizes or many regressors
Savin, N. E.; White, Kenneth J. - In: Econometrica : journal of the Econometric Society, an … 45 (1977) 8, pp. 1989-1996
Persistent link: https://www.econbiz.de/10002731785
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Estimation and testing for functional form and autocorrelation : a simultaneous approach
Savin, N. E.; White, Kenneth J. - In: Journal of econometrics 8 (1978) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10002731800
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Testing for autocorrelation with missing observations
Savin, N. E.; White, Kenneth J. - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 1, pp. 59-67
Persistent link: https://www.econbiz.de/10002731889