THE PROBLEM OF AUTOCORRELATION IN REGRESSION ANALYSIS

被引：43

作者：

ANDERSON, RL

机构：

来源：

关键词：

D O I：

10.2307/2281039

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：113 / 129

页数：17

共 71 条

[61]

WATSON GS, 1951, I STATISTICS MIMEO S, V49

[62]

WATSON GS, THESIS N CAROLINA ST

[63]

Whittle P, 1951, HYPOTHESIS TESTING T

Williams, JD .

ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 :239-241

[65] THE PERIODOGRAM OF AMERICAN BUSINESS ACTIVITY [J].

Wilson, Edwin B. .

[66]

WOLD H, 1949, J ROY STAT SOC B, V11, P297

[67]

Wold H., 1938, STUDY ANAL STATIONAR

[68] On randomness in ordered sequences [J].

Young, LC .

ANNALS OF MATHEMATICAL STATISTICS, 1941, 12 :293-300

Yule, GU .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY, 1926, 89 :1-69

[70]

YULE GU, 1921, J ROY STAT SOC, V84, P496