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Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables
Home
Publications
Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables
Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables
JD
J. Durbin
J. Durbin
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1 May 1970
journal article
Published by
JSTOR
in
Econometrica
Vol. 38
(3)
,
410
https://doi.org/10.2307/1909547
Abstract
The construction of tests of model specification is considered from a general point of view. The results are applied to testing the serial independence of the d...
Keywords
MODEL
SERIAL CORRELATION
REGRESSORS
SQUARES REGRESSION
TESTING FOR SERIAL
DEPENDENT VARIABLES
LAGGED DEPENDENT
GENERAL POINT
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Cited by 705 articles