Durbin-Watson tests for serial correlation in regressions with missing observations
نویسندگان
چکیده
منابع مشابه
Durbin-watson Tests for Serial Correlation in Regressions with Missing Observations*
We study two Durbin-Watson type tests for serial correlation of errors in regression models when observations are missing. We derive them by applying standard methods used in time series and linear models to deal with missing observations. The first test may be viewed as a regular Durbin-Watson test in the context of an extended model. We discuss appropriate adjustments that allow one to use al...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1985
ISSN: 0304-4076
DOI: 10.1016/0304-4076(85)90012-0