TESTING INDEPENDENCE OF REGRESSION DISTURBANCES

被引：122

作者：

THEIL, H

NAGAR, AL

机构：

来源：

关键词：

D O I：

10.2307/2281995

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：793 / &

共 10 条

[1] TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .2. [J].

DURBIN, J ;

WATSON, GS .

[2] TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION .1. [J].

DURBIN, J ;

WATSON, GS .

[3] AN EXACT TEST FOR CORRELATION BETWEEN TIME SERIES [J].

HANNAN, EJ .

[4] EXACT TESTS FOR SERIAL CORRELATION [J].

HANNAN, EJ .

[5]

HILDRETH C, 1960, DRAD TB 276

[6]

PEARSON K, 1948, TABLES INCOMPLETE BE

[7]

PRAIS SJ, 1955, ANALYSIS FAMILY BUDG

[8] SOME EXPERIMENTS IN DEMAND ANALYSIS [J].

Prest, A. R. .

RUBEN, H .

ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (03) :598-618

[10]

THEIL H, 1961, ECONOMIC FORECASTS P