FAST EVALUATION OF THE DISTRIBUTION OF THE DURBIN-WATSON AND OTHER INVARIANT TEST STATISTICS IN TIME-SERIES REGRESSION

被引：30

作者：

SHIVELY, TS

ANSLEY, CF

KOHN, R

机构：

[1] UNIV NEW S WALES,AUSTRALIAN GRAD SCH MANAGEMENT,KENSINGTON,NSW 2033,AUSTRALIA

[2] UNIV AUCKLAND,DEPT ACCOUNTING & FIN,AUCKLAND,NEW ZEALAND

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1990年 / 85卷 / 411期

关键词：

D O I：

10.2307/2290002

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：676 / 685

页数：10

共 45 条

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