Performance of the Durbin-Watson Test and WLS Estimation When the Disturbance Term Includes Serial Dependence in Addition to First-Order Autocorrelation
Weber, Jean E., Monarchi, David E.Volume:
77
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1080/01621459.1982.10477774
Date:
March, 1982
File:
PDF, 1.05 MB
english, 1982