论文信息 - TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS - 字舞流文

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS

[1] Michio Hatanaka,et al. An efficient two-step estimator for the dynamic adjustment model with autoregressive errors , 1974 .

[2] John Fitts. Testing for autocorrelation in the autoregressive moving average error model , 1973 .

[3] P. Schmidt. A GENERALIZATION OF THE DURBIN-WATSON TEST* , 1972 .

[4] S. D. Silvey,et al. The Lagrangian Multiplier Test , 1959 .

[5] J. Aitchison,et al. Maximum-Likelihood Estimation of Parameters Subject to Restraints , 1958 .