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TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS

被引：34
作者：
DURBIN, J
机构：
来源：
BIOMETRIKA | 1957年 / 44卷 / 3-4期
关键词：
D O I：
10.1093/biomet/44.3-4.370
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
引用
收藏
页码：370 / 377
页数：8
相关论文
共 8 条
[1]   ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :46-63
[2]   THE ASYMPTOTIC PROPERTIES OF ESTIMATES OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (04) :570-582
[3]   TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .2. [J].
DURBIN, J ;
WATSON, GS .
BIOMETRIKA, 1951, 38 (1-2) :159-178
[4]   TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .1. [J].
DURBIN, J ;
WATSON, GS .
BIOMETRIKA, 1950, 37 (3-4) :409-428
[5]   STATISTICAL ANALYSIS OF THE DEMAND FOR FOOD: EXAMPLES OF SIMULTANEOUS ESTIMATION OF STRUCTURAL EQUATIONS [J].
Girshick, M. A. ;
Haavelmo, Trygve .
ECONOMETRICA, 1947, 15 (02) :79-110
[6]  
Klein Lawrence R., 1953, TXB ECONOMETRICS
[7]  
KLEIN LR, 1921, EC FLUTUATIONS US
[8]  
KOOPMANS TC, 1950, STATISTICAL INFERENC
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