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
收藏
页码：676 / 685
页数：10
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