TESTING RESIDUALS FROM LEAST-SQUARES REGRESSION FOR BEING GENERATED BY THE GAUSSIAN RANDOM-WALK

被引:325
作者
SARGAN, JD
BHARGAVA, A
机构
关键词
D O I
10.2307/1912252
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:153 / 174
页数:22
相关论文
共 24 条
[1]   A COMPARISON BETWEEN POWER OF DURBIN-WATSON TEST AND POWER OF BLUS TEST [J].
ABRAHAMS.AP ;
KOERTS, J .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (327) :938-&
[2]  
ABRAHAMSE APJ, 1970, J AM STATISTICAL ASS, V66, P71
[3]  
ANDERSON TW, 1971, STATISTICAL ANAL TIM
[4]  
BERENBLUT II, 1973, J R STAT SOC B, V35, P33
[5]  
BHARGAVA A, 1980, TESTING RANDOM WALK
[6]  
BOX GEP, 1970, TIME SERIES ANAL FOR
[7]  
DURBIN J, 1971, BIOMETRIKA, V58, P1
[9]  
DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409
[10]   TESTING FOR UNIT ROOTS .1. [J].
EVANS, GBA ;
SAVIN, NE .
ECONOMETRICA, 1981, 49 (03) :753-779