DURBIN-WATSON TESTS FOR SERIAL-CORRELATION IN REGRESSIONS WITH MISSING OBSERVATIONS

被引：19

|

作者：

DUFOUR, JM

DAGENAIS, MG

机构：

来源：

JOURNAL OF ECONOMETRICS | 1985年 / 27卷 / 03期

关键词：

D O I：

10.1016/0304-4076(85)90012-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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收藏

页码：371 / 381

页数：11

相关论文

共 37 条

[1] THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION - BOUNDS FOR REGRESSIONS USING MONTHLY DATA
KING, ML
[J]. JOURNAL OF ECONOMETRICS, 1983, 21 (03) : 357 - 366
[2] THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION WHEN THERE IS NO INTERCEPT IN THE REGRESSION
FAREBROTHER, RW
[J]. ECONOMETRICA, 1980, 48 (06) : 1553 - 1563
[3] THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION - BOUNDS FOR REGRESSIONS WITH TREND AND-OR SEASONAL DUMMY VARIABLES
KING, ML
[J]. ECONOMETRICA, 1981, 49 (06) : 1571 - 1581
[4] DURBIN-WATSON TEST FOR SERIAL-CORRELATION WITH EXTREME SAMPLE SIZES OR MANY REGRESSORS
SAVIN, NE
WHITE, KJ
[J]. ECONOMETRICA, 1977, 45 (08) : 1989 - 1996
[5] A NEW APPROXIMATION OF THE CRITICAL-POINT OF THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION
JEONG, KJ
[J]. ECONOMETRICA, 1985, 53 (02) : 477 - 482
[6] MISSING OBSERVATIONS AND THE USE OF THE DURBIN-WATSON STATISTIC
BHARGAVA, A
[J]. BIOMETRIKA, 1989, 76 (04) : 828 - 831
[7] DURBIN-WATSON AND GENERALIZED DURBIN-WATSON TESTS FOR AUTOCORRELATIONS AND RANDOMNESS
ALI, MM
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1987, 5 (02) : 195 - 203
[8] ON THE USE OF DURBIN-WATSON TYPE STATISTICS WHERE THERE ARE MISSING OBSERVATIONS
HONOHAN, P
MCCARTHY, C
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1982, 31 (02) : 149 - 152
[9] THE DURBIN-WATSON BOUNDS TEST AND REGRESSIONS WITHOUT AN INTERCEPT
KING, ML
[J]. AUSTRALIAN ECONOMIC PAPERS, 1981, 20 (36) : 161 - 170
[10] THE POWER OF THE DURBIN-WATSON TEST FOR REGRESSIONS WITHOUT AN INTERCEPT
KRAMER, W
[J]. JOURNAL OF ECONOMETRICS, 1985, 28 (03) : 363 - 370

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