Econometrica Vol. 42 No. 4 1974
Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables
Abstract
James L. Kenkel, Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables, Econometrica, Vol. 42, No. 4 (Jul., 1974), pp. 763-769
- DOI
- 10.2307/1913945
- Volume
- 42
- Issue
- 4
- Pages
- 763
- Sources
- bibtex:phds-export.bib crossref openalex