SOME SMALL SAMPLE PROPERTIES OF DURBINS TESTS FOR SERIAL CORRELATION IN REGRESSION MODELS CONTAINING LAGGED DEPENDENT VARIABLES

被引：28

作者：

KENKEL, JL ^{[1
]}

机构：

[1] UNIV PITTSBURGH,PITTSBURGH,PA 15213

来源：

ECONOMETRICA | 1974年 / 42卷 / 04期

关键词：

D O I：

10.2307/1913945

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：763 / 769

页数：7

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